<SEC-DOCUMENT>0000891804-18-000441.txt : 20180928
<SEC-HEADER>0000891804-18-000441.hdr.sgml : 20180928
<ACCEPTANCE-DATETIME>20180928133808
ACCESSION NUMBER:		0000891804-18-000441
CONFORMED SUBMISSION TYPE:	N-Q
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20180731
FILED AS OF DATE:		20180928
DATE AS OF CHANGE:		20180928
EFFECTIVENESS DATE:		20180928

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:		181093425

	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
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">UNITED STATES</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">&#160;SECURITIES AND EXCHANGE COMMISSION</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Washington, DC&#160; 20549</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 14pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">FORM N-Q</div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">MANAGEMENT INVESTMENT COMPANY</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Investment Company Act file number</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 71.3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">&#160;&#160;&#160;&#160;&#160;811-21309</div>
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<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">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Advent Claymore Convertible Securities and Income Fund</div>
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<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>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">888 Seventh Ave, 31st Floor, New York, NY 10019</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">(Address of principal executive offices) (Zip code)</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">&#160;</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">&#160;888 Seventh Ave, 31st Floor, New York, NY 10019</div>
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<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 style="MARGIN-BOTTOM: 6pt"><br>
</div>

<div style="MARGIN-BOTTOM: 6pt; 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'"><u>212) 482-1600</u></font></div>

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<div style="MARGIN-BOTTOM: 6pt; 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>

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<div style="MARGIN-BOTTOM: 6pt; 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> May 1, 2018 &#8211; July 31, 2018</u></font></div>

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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 1.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Schedule of Investments.</font></div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left; MARGIN-LEFT: 18pt; TEXT-INDENT: 18pt">Attached hereto.</div>

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<table id="zaf9bc84fd3a14896af900fa4543fe726" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
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<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>
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</div>
</div>

<div>&#160;</div>

<div>
<table id="z5cd725a50eab48d0a9f246de85d71a8a" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Shares</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; FONT-WEIGHT: bold; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div>COMMON STOCKS<font style="FONT-SIZE: 10pt"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;</sup></font> - 16.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Cyclical - 4.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Walmart, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">46,700</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,167,041</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Royal Caribbean Cruises Ltd.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">36,800</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,149,568</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ford Motor Co.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">270,700</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,717,828</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lowe's Companies, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">26,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,582,840</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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; PADDING-BOTTOM: 2px; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">45,900</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,740,069</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">15,357,346</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">64,300</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,235,441</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">United Rentals, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">26,200</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,898,560</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">42,700</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,323,341</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bunge Ltd.<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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">19,800</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,368,774</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">12,826,116</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial - 2.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">U.S. Bancorp<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">61,200</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,244,212</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">44,400</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,410,920</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Goldman Sachs Group, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">8,700</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,065,641</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Synchrony Financial<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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">47,000</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,360,180</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">9,080,953</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial - 2.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">United Parcel Service, Inc. <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</font> Class<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>B<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">33,400</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,004,326</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Caterpillar, Inc.<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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">22,600</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,249,880</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Industrial</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,254,206</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">61,300</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,165,532</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AT&amp;T, Inc.<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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">85,000</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,717,450</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,882,982</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Technology - 0.8%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Texas Instruments, Inc.<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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">24,200</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,693,944</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy - 0.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TPG Pace Energy Holdings Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">170,500</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,284,700</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $56,066,428)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">55,380,247</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;</sup> - 11.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Industrial - 3.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Belden, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">65,496</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,762,338</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Stanley Black &amp; Decker, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">5.38% due 05/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">49,268</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,493,382</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fortive Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">5.00% due 07/01/21<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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,034</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,090,870</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">12,346,590</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Consumer, Non-cyclical - 2.7%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Becton Dickinson and Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.13% due 05/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">105,996</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">6,727,566</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bunge Ltd. </div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">4.88%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,7</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">24,310</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,646,528</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">9,374,094</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities - 1.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">South Jersey Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">7.25% due 04/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">42,102</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,329,714</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NextEra Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.12% due 09/01/19</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">40,349</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,309,980</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sempra Energy</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff"></td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.75% due 07/15/21<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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">19,265</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,962,622</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">6,602,316</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="z14b3bb15c27448a6afde264b3d9b3b53" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Shares</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">&#8224;</sup> - 11.2% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial - 1.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Crown Castle International Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,183</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,396,325</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.88% due 08/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">QTS Realty Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">10,791</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,144,817</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.50%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">*,1,7</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Assurant, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">7,544</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">882,648</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.50% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,423,790</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Energy - 1.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hess Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">48,055</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3,512,700</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">8.00% due 02/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nabors Industries Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">34,215</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,484,326</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="MARGIN-LEFT: 9pt">6.00% due 05/01/2021<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">,1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">4,997,026</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $37,307,444)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">38,743,816</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">MONEY MARKET FUND<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;</sup> - 4.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class 1.81%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,2</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">15,297,477</div>
</td>
<td style="VERTICAL-ALIGN: top; PADDING-BOTTOM: 2px; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">15,297,477</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Money Market Fund</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(</font>Cost $15,297,477)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">15,297,477</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="za5bea6ba6d9e4149a15ac3fa78b62013" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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><font style="FONT-WEIGHT: bold"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;&#8224;</sup>&#160;</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 69.0%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>17.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Microchip Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 02/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>$5,058,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>6,045,883</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Micron Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 11/15/43<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,522,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,559,579</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Advanced Micro Devices, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.13% due 09/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,698,139</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Intel Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 08/01/39<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,553,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,603,280</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ServiceNow, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">due 06/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,042,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,815,857</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Evolent Health, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.00% due 12/01/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,226,472</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Teradyne, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,521,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,215,475</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NXP Semiconductors N.V.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,911,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,120,029</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Lumentum Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 03/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,868,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,098,898</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nutanix, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">due 01/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,636,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,956,381</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cypress Semiconductor Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,335,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,932,493</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Integrated Device Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.88% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,600,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,910,190</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Akamai Technologies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.13% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,629,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,639,890</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Allscripts Healthcare Solutions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,593,005</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,649,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,581,025</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Citrix Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>984,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,499,163</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#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>
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<div>&#160;</div>

<div>
<table id="zd093e6e197ea4cfdbc88b90200fe7240" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<div>&#160;</div>

<table id="z88dd1868db704f27999db38780b128d8" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 69.0% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>17.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ON Semiconductor Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,193,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,498,736</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Apptio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.88% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,354,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,445,942</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Rambus, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 02/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,496,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,399,450</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Verint Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,350,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,339,504</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CSG Systems International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,201,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,274,405</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Envestnet, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,090,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,170,640</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Workday, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,079,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,140,639</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Western Digital Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 02/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,132,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,110,670</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Synaptics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 06/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,120,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,110,643</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MongoDB, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>940,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>963,051</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">New Relic, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>855,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>929,432</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Five9, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.13% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>908,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>904,519</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Guidewire Software, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 03/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>891,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>889,953</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HubSpot, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 06/01/22</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>470,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>663,222</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Red Hat, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>343,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>659,746</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Inphi Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.13% 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>506,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>533,441</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Everbridge, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 11/01/22</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>281,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>403,209</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>58,932,961</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>12.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Exact Sciences Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,941,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,142,914</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wright Medical Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,414,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,366,713</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ionis Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,647,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,630,399</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Jazz Investments I Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,807,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,882,478</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.88% due 08/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,048,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,135,175</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NuVasive, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,011,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,287,177</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BioMarin Pharmaceutical, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,817,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,229,932</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Euronet Worldwide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 10/01/44<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,654,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,143,726</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Insulet Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,501,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,637,229</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Anthem, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 10/15/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>463,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,608,936</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cardtronics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 12/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,554,954</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="zea1ab9f3956e4c2fa4fc48df1bee2999" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Amount</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 69.0% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>12.4% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Teladoc, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,168,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,512,111</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Neurocrine Biosciences, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,013,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,487,088</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Square, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,348,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,478,899</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Flexion Therapeutics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.38% due 05/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,185,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,388,672</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Clovis Oncology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>847,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>899,128</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>444,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>403,355</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nevro Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 06/01/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,336,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,293,193</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Medicines Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 07/15/23</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,206,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,276,792</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sarepta Therapeutics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>730,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,274,856</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Theravance Biopharma, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 11/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,250,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,256,650</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Insmed, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,068,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,005,023</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ligand Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>887,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>941,928</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Supernus Pharmaceuticals, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.63% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>754,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>852,024</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>42,689,352</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>11.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Booking Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.35% due 06/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,948,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,021,210</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.90% 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>795,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>944,757</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Liberty Media Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.38% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,180,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,763,804</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 09/30/46</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,143,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>627,221</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Finisar Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.50% due 12/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,160,832</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Viavi Solutions, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,052,500</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 03/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,070,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,068,128</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ciena Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.00% due 12/15/20</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,735,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,405,066</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.75% due 10/15/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>413,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>525,936</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Liberty Expedia Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 06/30/47<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,570,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,613,433</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DISH Network Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.38% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,776,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,528,811</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ctrip.com International Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 07/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,128,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,111,634</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Weibo Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,942,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,906,475</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Twitter, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,910,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,742,075</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Zendesk, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,555,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,682,204</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Palo Alto Networks, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.75% due 07/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,631,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,609,861</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GCI Liberty, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,425,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,496,170</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">IAC FinanceCo, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.88% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,307,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,478,572</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>
<table id="z27bf2aa79a034a11a97c5b51cbe6a873" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="HEIGHT: 13px">
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<div>&#160;</div>

<table id="z407fe1c153ad4cb1bb624d6cb0a4fd3f" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Amount</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 69.0% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>11.9% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Etsy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">due 03/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,100,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,403,074</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Okta, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,084,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,322,081</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Proofpoint, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>888,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,281,907</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Quotient Technology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 12/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,169,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,263,683</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Twilio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,090,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,148,327</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wix.com Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">due 07/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,054,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,010,725</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Communications</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>41,168,486</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>8.6%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AXA S.A.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.25% due 05/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,729,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,084,508</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Altaba, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">due 12/01/18<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,565,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,499,404</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Colony Capital, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.88% due 01/15/21</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,625,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,449,187</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">IH Merger Sub LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.50% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,637,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,811,187</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,141,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,438,250</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Blackstone Mortgage Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.38% due 05/05/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,634,848</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,541,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,513,532</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PRA Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.50% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,084,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,227,379</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.00% due 08/01/20</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>850,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>820,883</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Goldman Sachs BDC, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.50% due 04/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,799,703</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Air Lease Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.88% due 12/01/18</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,167,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,757,461</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Starwood Property Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,291,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,489,401</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,170,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,182,074</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Arbor Realty Trust, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 07/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>939,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>963,236</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">BofA Finance LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.25% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>932,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>894,720</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Redfin Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.75% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>663,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>676,070</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LendingTree, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.63% due 06/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>389,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>506,753</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>29,748,596</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>7.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Greenbrier Companies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.88% due 02/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>5,396,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>6,417,868</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cemex SAB de CV</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.72% due 03/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,916,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,990,143</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Atlas Air Worldwide Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.88% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,164,485</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>585,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>690,666</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Air Transport Services Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.13% due 10/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,922,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,855,933</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="z9b6e084a78cb4691a4506167e22e336f" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 69.0% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>7.5% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dycom Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$2,364,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">2,639,725</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">OSI Systems, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 09/01/22</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,860,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,804,326</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Arconic, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.63% due 10/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,652,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,705,322</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Chart Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>788,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,127,866</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Patrick Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.00% due 02/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,135,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,098,433</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Vishay Intertechnology, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>445,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>455,058</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>25,949,825</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>5.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Navistar International Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 04/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,042,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,151,177</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Meritor, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.25% due 10/15/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,020,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,005,719</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Caesars Entertainment Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 10/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,536,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,763,126</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tesla, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,398,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,451,358</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Marriott Vacations Worldwide Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 09/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,444,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,497,603</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">LGI Homes, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.25% due 11/15/19</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>584,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,403,316</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Live Nation Entertainment, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.50% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>991,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,043,501</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Huazhu Group Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">0.38% due 11/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>930,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,024,999</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">EZCORP, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.38% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,067,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,010,182</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">RH</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">due 06/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,3,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>855,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>788,380</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>18,139,361</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>4.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Weatherford International Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,563,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,527,655</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Oasis Petroleum, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.63% due 09/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,777,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,232,058</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Chesapeake Energy Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,801,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,795,289</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PDC Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,628,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,712,739</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Helix Energy Solutions Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.13% due 09/15/23</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>908,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,187,996</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Oil States International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,086,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,174,615</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Green Plains, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.13% due 09/01/22</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,043,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>995,128</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Whiting Petroleum Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.25% due 04/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>964,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>922,239</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ensco Jersey Finance Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>627,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>596,636</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>15,144,355</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>0.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AK Steel Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 11/15/19</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,151,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,324,093</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>
<table id="z4ba33b5021424a67bc8ed1ab03c39e06" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<div>&#160;</div>

<table id="z8f8d5a7e9e8049e691b856082e834637" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 69.0% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>0.9% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pretium Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.25% due 03/15/22</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,059,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">955,748</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cleveland-Cliffs, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">1.50% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>644,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>927,289</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,207,130</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CenterPoint Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.40% due 09/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">5</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>46,500</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,034,375</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NRG Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">2.75% due 06/01/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,049,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,022,568</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,056,943</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Convertible Bonds</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $221,468,324)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">238,037,009</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 60.9%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>15.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">GameStop Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,676,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>4,787,055</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Vista Outdoor, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 10/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,814,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,778,825</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Staples, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.50% due 09/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,677,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,523,073</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Scientific Games International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.00% due 12/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,976,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,116,790</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dana Financing Luxembourg Sarl</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,070,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,101,050</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Downstream Development Authority of the Quapaw Tribe of Oklahoma</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.50% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,993,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,002,387</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tempur Sealy International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,987,500</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">William Carter Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% 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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,930,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,958,419</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Eagle Intermediate Global Holding BV/Ruyi US Finance LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,959,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,954,102</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Navistar International Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.63% due 11/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,850,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,940,743</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hanesbrands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,948,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,904,170</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Mattamy Group Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,157,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,188,586</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 10/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>723,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>708,540</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Scotts Miracle-Gro Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>914,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>945,990</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>966,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>924,945</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Six Flags Entertainment Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 07/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,469,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,437,784</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 04/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>433,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>424,881</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Delphi Technologies plc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 10/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,810,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,711,373</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Wolverine World Wide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,688,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,607,820</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Churchill Downs, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 01/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,692,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,594,710</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="z2fd945324b5c49b29fc1f9a9292dd0ef" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 60.9% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>15.2% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TRI Pointe Group Inc. / TRI Pointe Homes Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.38% due 06/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,558,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,567,286</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Speedway Motorsports, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,559,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,539,512</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Goodyear Tire &amp; Rubber Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 11/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,546,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,526,675</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">National CineMedia LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,494,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,523,880</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Greetings Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.75% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,555,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,469,475</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Enterprise Development Authority</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">12.00% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,447,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,410,825</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; 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">Suburban Propane Partners Limited Partnership/Suburban Energy Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>880,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>858,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 03/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>562,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>526,875</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Carlson Travel, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.50% due 12/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,462,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,346,867</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">American Axle &amp; Manufacturing, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 03/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,109,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,067,413</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">United Continental Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,050,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ferrellgas Partners Limited Partnership / Ferrellgas Partners Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.63% due 06/15/20</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>940,875</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Beacon Roofing Supply, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 11/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>964,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>902,834</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Stars Group Holdings BV / Stars Group US Company-Borrower LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 07/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>121,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>124,933</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>52,454,193</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>11.2%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bausch Health Companies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,550,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,400,188</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.00% due 12/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,171,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,307,664</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.00% due 03/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>962,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,023,568</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">HCA, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,452,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>3,536,142</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 02/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,448,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,510,698</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Encompass Health Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,126,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,147,260</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,036,440</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tenet Healthcare Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.63% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,510,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,437,838</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.38% due 10/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>801,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; MARGIN-LEFT: 9pt; TEXT-INDENT: -9pt">Spectrum Brands, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,420,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,426,050</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cardtronics, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 08/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,381,250</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Molina Healthcare, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,200,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,255,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
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<div>
<table id="z640633e576e04bfca2bcfecb4486629f" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<div>&#160;</div>

<table id="z609990d828fd4a318b2be413a422c98f" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 60.9% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>11.2% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">United Rentals North America, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 05/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,086,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,078,832</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>966,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>991,358</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cardtronics Incorporated / Cardtronics USA Inc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,287,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,046,865</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ritchie Bros Auctioneers, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,827,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,799,595</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,665,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Pilgrim's Pride Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 03/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,446,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,386,353</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DaVita, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,161,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,097,145</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nielsen Company Luxembourg SARL</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>882,975</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sotheby's</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 12/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>886,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>852,436</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Central Garden &amp; Pet Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 11/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>798,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>823,935</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Simmons Foods, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>636,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>529,470</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.75% due 01/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>242,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>249,865</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Land O' Lakes, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>19,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>20,078</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>38,687,005</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>7.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PDC Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 05/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,687,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,674,347</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>688,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>694,020</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.25% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,168,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,273,690</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.63% due 10/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,170,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,159,150</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SESI LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.75% due 09/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,929,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,991,693</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Diamondback Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 05/31/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,930,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,937,237</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">WPX Energy, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.25% due 09/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,929,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,926,589</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 05/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,929,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,818,082</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Oasis Petroleum, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% 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: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,687,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,722,849</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Continental Resources, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,687,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,713,776</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Parkland Fuel Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 04/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,446,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,429,733</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Gulfport Energy Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 10/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,446,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,402,620</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nabors Industries, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,462,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,388,900</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="z0d9af5fc100340f49771bcc0100d215e" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Amount</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 60.9% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>7.9% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BACKGROUND-COLOR: #cceeff" colspan="4">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,247,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,321,820</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,144,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,103,960</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 08/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>59,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>58,705</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ascent Resources Utica Holdings LLC / ARU Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">10.00% due 04/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,071,150</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PBF Logistics Limited Partnership / PBF Logistics Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>880,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>897,600</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CNX Resources Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 04/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>754,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>795,470</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>27,381,391</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>7.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sprint Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,140,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,959,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,053,287</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; 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">Charter Communications Operating LLC / Charter Communications Operating Capital</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.91% due 07/23/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,617,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,666,234</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">DISH DBS Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.13% due 05/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>961,381</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>800,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>806,240</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.75% due 07/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>895,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>785,363</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CBS Radio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,249,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,124,180</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CenturyLink, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 04/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,930,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,021,694</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sirius XM Radio, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 07/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,974,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,936,988</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Hughes Satellite Systems Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,718,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,758,803</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Frontier Communications Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.63% due 04/15/24</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,688,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,147,840</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.50% due 04/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>484,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>466,455</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CommScope, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,500,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,520,625</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Inmarsat Finance plc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 10/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,316,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,325,870</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Altice France S.A.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,034,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,026,245</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Match Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,024,106</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tribune Media Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>935,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>944,350</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cincinnati Bell, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.00% due 10/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>885,387</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>25,595,048</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>6.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr style="HEIGHT: 18px">
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOVA Chemicals Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,345,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,239,475</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>
<table id="z81fb4d98dfe74d3882656427a11b1860" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<div>&#160;</div>

<table id="z434226cfbe844b81a66792def8fe60d3" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Amount</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 60.9% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>6.3% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">First Quantum Minerals Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.88% due 03/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,749,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,709,648</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>496,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>500,960</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Big River Steel LLC / BRS Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.25% due 09/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,851,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,929,667</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">FMG Resources August 2006 Pty Ltd.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,932,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,886,115</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alcoa Nederland Holding BV</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.13% due 05/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,730,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,786,225</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Kaiser Aluminum Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,712,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,754,800</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TPC Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,744,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,744,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Compass Minerals International, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,845,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,715,850</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Commercial Metals Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,653,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,619,940</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Rayonier AM Products, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,112,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,049,128</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tronox Finance plc</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 10/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,085,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,048,381</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tronox, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.50% due 04/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,004,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>998,980</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AK Steel Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.50% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>900,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>933,750</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">New Gold, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.25% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>911,925</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Basic Materials</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>21,828,844</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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>6.1%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">MasTec, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,612,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,553,230</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Cleaver-Brooks, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">7.88% due 03/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,225,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,305,656</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">TransDigm, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.38% due 06/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,793,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,806,447</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 07/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>483,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>492,757</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; 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">Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,606,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,149,950</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Louisiana-Pacific Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.88% due 09/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,151,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,134,868</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Ball Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.38% due 12/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,930,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,956,537</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CNH Industrial Capital LLC</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">3.38% 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,902,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,911,510</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,985,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,578,075</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Xerium Technologies, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">9.50% 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: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,084,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,142,265</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Mueller Water Products, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 06/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,066,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,077,993</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Energizer Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>951,731</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<table id="ze389466c77ed43d5b2a02881d12e6628" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 60.9% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>6.1% (continued)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">WESCO Distribution, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$965,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">951,731</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>21,012,750</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>3.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Seagate HDD Cayman</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.75% due 01/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,397,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,328,493</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">West Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">8.50% due 10/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,524,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,208,500</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NCR Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.00% due 07/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,750,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,734,688</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Nuance Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">6.00% due 07/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,650,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,687,125</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">First Data Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,565,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,590,431</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Dell, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.88% due 06/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,480,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,509,600</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">ACI Worldwide, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,000,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,001,250</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>12,060,087</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Financial -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>2.9%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Credit Acceptance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,158,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,276,690</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alliance Data Systems Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 08/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,850,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,866,650</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Navient Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 01/15/19<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,674,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,691,996</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Radian Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,448,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,551,170</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">CIT Group, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.38% due 05/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,448,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,495,060</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Fidelity &amp; Guaranty Life Holdings, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1,4</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>976,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>950,380</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Financial</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>9,831,946</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Utilities -<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;&#160;</font>0.4%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">AmeriGas Partners, LP / AmeriGas Finance Corp.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.75% due 05/20/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">1</sup></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,420,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,364,975</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $211,924,009)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">210,216,239</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;,6</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 1.7%</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>0.8%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">PetSmart, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.34% (3 Month USD LIBOR + 3.00%) due 03/11/22</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,170,736</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,809,400</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Alterra Mountain Co.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.33% (3 Month USD LIBOR + 3.00%) due 07/31/24</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,069,526</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,069,525</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>2,878,925</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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>0.5%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Sprint Communications, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">4.50% (3 Month USD LIBOR + 2.50%) due 02/02/24</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,636,288</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#160;</font>1,638,538</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>

<div>&#160;</div>

<div>&#160;</div>

<div id="DSPFPageBreakArea" style="MARGIN-BOTTOM: 10pt; CLEAR: both; MARGIN-TOP: 10pt">
<div id="DSPFPageBreak" style="PAGE-BREAK-AFTER: always">
<hr style="BORDER-LEFT-WIDTH: 0px; HEIGHT: 2px; BORDER-RIGHT-WIDTH: 0px; BORDER-BOTTOM-WIDTH: 0px; COLOR: #000000; CLEAR: both; MARGIN: 4px 0px; BORDER-TOP-WIDTH: 0px; WIDTH: 100%; BACKGROUND-COLOR: #000000" noshade="noshade">
</div>
</div>

<div>
<table id="z1e7ee52a606e4e5eb048156c6904bd30" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<div>&#160;</div>

<table id="z400316c1f7a34c3aaaa39e99b605b3cf" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; 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; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Value</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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-WEIGHT: bold">&#8224;&#8224;,6</sup>&#160;<font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">- 1.7% (continued)</font></div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; 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%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">SUPERVALU, Inc.</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">5.84% (3 Month USD LIBOR + 3.50%) due 06/08/24</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$1,287,976</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">1,289,586</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<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: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $6,171,707)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">5,807,049</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Investments - 163.3%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left; TEXT-INDENT: 9pt">(Cost $548,235,389)</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">563,481,837</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Other Assets &amp; Liabilities, net - (63.3)%</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 11.8%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">(218,323,595</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">)</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 64%; BACKGROUND-COLOR: #ffffff">
<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: 11.8%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 10.07%; BACKGROUND-COLOR: #ffffff">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">345,158,242</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 1%; BACKGROUND-COLOR: #ffffff">&#160;</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>&#160;</div>

<div>
<table id="zd0d6961cd0cc4988b4b32592816877d7" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr style="HEIGHT: 19px">
<td style="VERTICAL-ALIGN: top; WIDTH: 29.7%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">FORWARD FOREIGN CURRENCY EXCHANGE CONTRACTS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller">&#8224;&#8224;</sup></div>
</td>
</tr>
</table>

<div>&#160;</div>

<table id="z0b12dd5120e54e3caa7a2c9a374bc25e" 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; TEXT-ALIGN: left; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Counterparty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Contracts to Sell</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Currency</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Settlement Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Settlement Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value at <br>
 July 31, 2018</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Net Unrealized Appreciation</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">408,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">EUR</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">9/14/2018</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$484,125</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$479,031</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$5,094</div>
</td>
</tr>
</table>

<div>&#160;</div>

<table id="zff4b90a0af874b4c9423ca8d33ff46f9" 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; TEXT-ALIGN: left; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Counterparty</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 15%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Contracts to Buy</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Currency</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Settlement Date</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Settlement Value</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Value at <br>
 July 31, 2018</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 14%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Net Unrealized Appreciation</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Bank of New York Mellon</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">408,000</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">EUR</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">9/14/2018</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$478,378</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$479,031</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">$653</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<table id="z2ccf51bcdd5e4736b1ba2ec7d830a994" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">*</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Non-income producing security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Value determined based on Level 1 inputs &#8212; See Note 3.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">&#8224;&#8224;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Value determined based on Level 2 inputs &#8212; See Note 3.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">1</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">All or a portion of these securities have been physically segregated in connection with borrowings and reverse repurchase agreements. As of July 31, 2018, the total value of securities segregated was $470,012,813.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">2</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Rate indicated is the 7 day yield as of July 31, 2018.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">3</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Zero coupon rate security.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">4</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security is a 144A or Section 4(a)(2) security.&#160;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) securities is $165,833,446&#160;(cost $164,356,010), or 48.0%&#160;of total net assets.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">5</div>
</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left; MARGIN-LEFT: 10pt">Security is a step up/step down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: right">6</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; MARGIN-LEFT: 10pt">Variable rate security.&#160;&#160;Rate indicated is the rate effective at July 31, 2018. In some instances, the underlying reference rate shown was below the minimum rate earned by the security or has been adjusted by a predetermined factor. The settlement status of a position may also impact the effective rate indicated. In instances where multiple underlying reference rates and spread amounts are shown, the effective rate is based on a weighted average.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 3%">
<div style="TEXT-ALIGN: right">7</div>
</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: left; WIDTH: 97%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; MARGIN-LEFT: 10pt">Perpetual maturity.</div>
</td>
</tr>
</table>
</div>

<div>&#160;</div>

<div>
<div style="FONT-STYLE: italic">plc&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160; &#160;Public Limited Company</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic">LIBOR&#160;&#160;&#160;&#160; &#160; &#160;&#160;London Interbank Offered Rate</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">See Sector Classification in Other Information section.</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">&#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-STYLE: italic; TEXT-ALIGN: left">
<table id="z1e7ee52a606e4e5eb048156c6904bd30" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: middle; FONT-WEIGHT: bold; 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; FONT-WEIGHT: normal; WIDTH: 80.41%">
<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">SCHEDULE OF INVESTMENTS</font>&#160;<font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; FONT-STYLE: italic">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">July 31, 2018</div>
</td>
</tr>

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

<table id="z941cf2b4aa6a487997d73071f7b4e58c" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div>&#160;</div>

<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 July 31, 2018 (See Note 3 in the Notes to Schedule of Investments):</div>
</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">
<table id="z3fa7b9c4704d48d1bf449b09aa1201b4" 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: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Investments in Securities (Assets)</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; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 1 Quoted Prices</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 2 Significant Observable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right" colspan="2">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Level 3 Significant Unobservable Inputs</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; 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: left" 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">Common 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">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">55,380,247</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">&#8212;</div>
</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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">55,380,247</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">Convertible Preferred 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">&#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">38,743,816</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">38,743,816</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">Money Market Fund</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">15,297,477</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">15,297,477</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">Convertible 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">238,037,009</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">238,037,009</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">Corporate 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">210,216,239</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">210,216,239</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">Senior Floating Rate Interests</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">5,807,049</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">5,807,049</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; BORDER-BOTTOM: #000000 2px solid; 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; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #cceeff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 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">&#160;</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">5,747</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">&#160;</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">&#160;</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">5,747</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; BORDER-BOTTOM: #000000 2px solid; WIDTH: 52%; BACKGROUND-COLOR: #ffffff" 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: #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">$</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">109,421,540</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 9%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">454,066,044</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom" nowrap="nowrap">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">&#160;</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: left; WIDTH: 1%; BACKGROUND-COLOR: #ffffff" valign="bottom">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">$</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">&#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">
<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">563,487,584</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>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">
<table id="za6914823245f44298a8ba13885364863" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; 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">* This derivative is reported as unrealized appreciation at period end.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div>&#160;</div>

<div>Please refer to the detailed portfolio for the breakdown of investment type by industry category.</div>

<div>&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of period end, reverse repurchase agreements of $97,009,385 are categorized as Level 2 within the disclosure hierarchy.</div>

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

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund did not hold any Level 3 securities during the period ended July 31, 2018.</div>

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

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment&#8217;s valuation changes. Transfers between valuation levels, if any, are in comparison to the valuation levels at the end of the previous fiscal year, and are effective using the fair value as of the end of the current fiscal period.</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: bottom; WIDTH: 100%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">For the period ended July 31, 2018, there were no transfers between levels.</div>
</td>
</tr>
</table>
</div>

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

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

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</div>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: italic; TEXT-ALIGN: left">
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<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(Unaudited)</font><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">&#160; &#160; &#160; </font></div>
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<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-STYLE: normal; TEXT-ALIGN: left">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Note 1 <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">&#8212; Organization and Significant Accounting Policies</font></div>

<div><br>
</div>

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

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Advent Claymore Convertible Securities and Income Fund (the &#8220;Fund&#8221;) was organized as a Delaware statutory trust on February 19, 2003. The Fund is registered as a diversified, closed-end management investment company under the Investment Company Act of 1940, as amended.</div>

<div><br>
</div>

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

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Significant Accounting Policies</div>

<div><br>
</div>

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

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The following significant accounting policies are in conformity with U.S. generally accepted accounting principles ("U.S. GAAP") 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&#160;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 other 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. The value of over-the-counter (&#8220;OTC&#8221;) 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. Futures contracts are valued using the settlement price established each day on the exchange on which they are 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. 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: left">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. In connection with futures contracts&#160;and other derivative investments, such factors may include obtaining information as to how (a) these contracts and other derivative investments trade in the futures or other derivative markets, respectively, and (b) the securities underlying </div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<table id="z1e069b59c687480f8c7d06896a56393b" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0">
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<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(Unaudited)</font><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">&#160; &#160; &#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">these contracts and other derivative investments trade in the cash market. There were no securities fair valued in accordance with such procedures established by the Board of Trustees as of July 31, 2018.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Senior loans in which the Fund invests generally pay interest rates which are periodically adjusted by reference to a base short-term floating rate, plus a premium. These base lending rates are generally (i) the lending rate offered by one or more major European banks, such as the one-month or three-month London Inter-Bank Offered Rate (LIBOR), (ii) the prime rate offered by one or more major United States banks, or (iii) the bank&#8217;s certificate of deposit rate. Senior floating rate interests often require prepayments from excess cash flows or permit the borrower to repay at its election. The rate at which the borrower repays cannot be predicted with accuracy. As a result, the actual remaining maturity may be substantially less than the stated maturities shown. The interest rate indicated is the rate in effect at July 31, 2018.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Forward foreign currency exchange contracts are valued daily based on the applicable exchange rate of the underlying currency. The change in value of the contract is recorded as unrealized appreciation or depreciation until the contract is closed. When the contract is closed, the Fund records a realized gain or loss equal to the difference between the value at the time the contract was opened and the value at the time it was closed.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 2 &#8212; Financial Instruments and Derivatives</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">As part of&#160;its investment strategy, the Fund may utilize a variety of derivative instruments. These investments involve, to varying degrees, elements of market risk. Valuation and accounting treatment of these instruments can be found under Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.</div>

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

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Derivatives are instruments whose values depend on, or are derived from, in whole or in part, the value of one or more other assets, such as securities, currencies, commodities or indices. Derivative instruments may be used to increase investment flexibility (including to maintain cash reserves while maintaining exposure to certain other assets), for risk management (hedging) purposes, to facilitate trading, to reduce&#160;transaction costs and to pursue higher investment returns. Derivative instruments may also be used to mitigate certain investment risks, such as foreign currency exchange rate risk, interest rate risk and credit risk. U.S. GAAP requires disclosures to enable investors to better understand how and why a Fund uses derivative instruments, how these derivative instruments are accounted for and their effects on the Fund&#8217;s financial position and results of operations.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund may utilize derivatives for the following purposes:</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Hedge:</font> an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Higher Investment Returns:</font> the use of an instrument to seek to obtain increased investment returns.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Income:</font> the use of any instrument that distributes cash flows typically based upon some rate of interest.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left"><font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Speculation:</font>&#160;the use of an instrument to express&#160;macro-economic and other investment views.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Forward Foreign Currency Exchange Contracts</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">A forward foreign currency exchange contract is an agreement between two parties to exchange two designated currencies at a specific time in the future. Certain types of contracts may be cash settled, in an amount equal to the change in exchange rates during the term of the contract. The contracts can be used to hedge or manage exposure to foreign currency risks with portfolio investments or to gain exposure to foreign currencies.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The market value of a forward foreign currency exchange contract changes with fluctuations in foreign currency exchange rates. Furthermore, the Fund may be exposed to risk if the counterparties cannot meet the contract terms or if the currency value changes unfavorably as compared to the U.S. dollar.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">In conjunction with the use of derivative instruments, the Fund&#160;is required to maintain collateral in various forms. The Fund uses, where appropriate, depending on the financial instrument utilized and the broker involved, margin deposits at the broker, cash and/or securities segregated at the custodian bank, discount notes or the repurchase agreements allocated to&#160;the Fund.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">There are several risks associated with exposure to foreign currencies, foreign issuers and emerging markets. A Fund&#8217;s indirect and direct exposure to foreign currencies subjects the Fund to the risk that those currencies will decline in value relative to the </div>

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<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(Unaudited)</font><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">&#160; &#160; &#160; </font></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">U.S. dollar, or in the case of short positions, that the U.S. dollar will decline in value relative to the currency being hedged. Currency rates in foreign countries may fluctuate significantly over short periods of time for a number of reasons, including changes in interest rates and the imposition of currency controls or other political developments in the U.S. or abroad. In addition, the Fund may incur transaction costs in connection with conversions between various currencies. The Fund may, but is not obligated to, engage in currency hedging transactions, which generally involve buying currency forward, options or futures contracts. However, not all currency risks may be effectively hedged, and in some cases the costs of hedging techniques may outweigh expected benefits. In such instances, the value of securities denominated in foreign currencies can change significantly when foreign currencies strengthen or weaken relative to the U.S. dollar.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund may invest in securities of foreign companies directly, or in financial instruments,&#160;such as ADRs and exchange-trade fund&#160;which are indirectly linked to the performance of foreign issuers. Foreign markets can be more volatile than the U.S. market due to increased risks of adverse issuer, political, regulatory, market, or economic developments and can perform differently from the U.S. market. Investing in securities of foreign companies directly, or in financial instruments that are indirectly linked to the performance of foreign issuers, may involve risks not typically associated with investing in U.S. issuers. The value of securities denominated in foreign currencies, and of dividends or interest from such securities, can change significantly when foreign currencies strengthen or weaken relative to the U.S. dollar. Foreign securities markets generally have less trading volume and less liquidity than U.S. markets, and prices in some foreign markets may fluctuate more than those of securities traded on U.S. markets. Many foreign countries lack accounting and disclosure standards comparable to those that apply to U.S. companies, and it may be more difficult to obtain reliable information regarding a foreign issuer&#8217;s financial condition and operations. Transaction costs and costs associated with custody services are generally higher for foreign securities than they are for U.S. securities. Some foreign governments levy withholding taxes against dividend and interest income. Although in some countries portions of these taxes are recoverable, the non-recovered portion will reduce the income received by the Fund.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 3 &#8212; Fair Value Measurement&#160;&#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">In accordance with U.S. GAAP, fair value is defined as the price that the Fund would receive to sell an investment or pay to transfer a liability in an orderly transaction with an independent buyer in the principal market, or in the absence of a principal market, the most advantageous market for the investment or liability. U.S. GAAP establishes a three-tier fair value hierarchy based on the types of inputs used to value assets and liabilities and requires corresponding disclosure. The hierarchy and the corresponding inputs are summarized below:</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Level 2 &#8212; significant other observable inputs (for example quoted prices for securities that are similar based on characteristics such as interest rates, prepayment speeds, credit risk, etc.).</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Level 3 &#8212; significant unobservable inputs based on the best information available under the circumstances, to the extent observable inputs are not available, which may include assumptions.</div>

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</div>

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

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</div>

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

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</div>

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

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<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(Unaudited)</font><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">&#160; &#160; &#160; </font></div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">securities are categorized as Level 2. To the extent that these inputs are unobservable, such securities are categorized as Level 3.</div>

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</div>

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

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</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">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. OTC derivative contracts including forward foreign currency exchange 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' creditworthiness and using a series of techniques, including simulation models. Many pricing models do not entail material subjectivity because the methodologies employed do not necessitate significant judgments, and the pricing inputs are observed from actively quoted markets. These OTC derivatives are categorized within Level 2 of the fair value hierarchy.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The types of inputs available depend on a variety of factors, such as the type of security and the characteristics of the markets in which it trades, if any. Fair valuation determinations that rely on fewer or no observable inputs require greater judgment. Accordingly, fair value determinations for Level 3 securities require the greatest amount of judgment.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The inputs or methodologies used for valuing securities are not necessarily an indication of the risk associated with investing in those securities. The suitability of the techniques and sources employed to determine fair valuation are regularly monitored and subject to change.&#160;</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 4 &#8212; Federal Income Tax Information</div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund intends to comply with the provisions of Subchapter M of the Internal Revenue Code of 1986, as amended applicable to regulated investment companies and will distribute substantially all taxable net investment income and capital gains sufficient to relieve&#160;the Fund&#160;from all, or substantially all, federal income, excise and state income taxes. Therefore, no provision for federal or state income tax is required.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Tax positions taken or expected to be taken in the course of preparing the Fund&#8217;s tax returns are evaluated to determine whether the tax positions are &#8220;more-likely-than-not&#8221; of being sustained by the applicable tax authority. Tax positions not deemed to meet the more-likely-than-not threshold would be recorded as a tax benefit or expense in the current year. Management has analyzed the Fund&#8217;s tax positions taken, or to be taken, on federal income tax returns for all open tax years, and has concluded that no provision for income tax is required in the Fund&#8217;s financial statements. The Fund&#8217;s federal tax returns are subject to examination by the Internal Revenue Service for a period of three&#160;years after they are filed.</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">At July 31, 2018, the cost of securities for federal income tax purposes, the aggregate gross unrealized&#160;appreciation for all securities for which there was an excess of value over tax cost, and the aggregate gross unrealized&#160;depreciation for all securities for which there was an excess of tax cost over value were as follows:</div>

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<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Tax Cost</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 26.19%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Tax Unrealized Appreciation</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 25.58%">
<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Tax Unrealized Depreciation</div>
</td>
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<div style="FONT-SIZE: 10pt; FONT-WEIGHT: bold; TEXT-ALIGN: right">Net Unrealized Appreciation</div>
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<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$549,462,485</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 26.19%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$28,344,015</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 25.58%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$(14,318,916)</div>
</td>
<td style="FONT-FAMILY: Arial; VERTICAL-ALIGN: top; WIDTH: 26.58%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; TEXT-ALIGN: right">$14,025,099</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Note 5 &#8212; Reverse Repurchase Agreements</div>

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</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The Fund may enter into reverse repurchase agreements. Under a reverse repurchase agreement, a Fund sells securities and agrees to repurchase them at a particular price at a future date. In the event the buyer of securities under a reverse repurchase agreement files for bankruptcy or becomes insolvent, such buyer or its trustee or receiver may receive an extension of time to determine whether to enforce the Fund's obligation to repurchase the securities, and the Fund's use of the proceeds of the reverse repurchase agreement may effectively be restricted pending such decision.</div>

<div><br>
</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">As of <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">July 31, 2018, the Fund had entered into the following reverse repurchase agreements:</font></div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Counterparty</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Range of Interest Rates</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Maturity Dates</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Face Value</div>
</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Societe Generale</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 15%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">3.20% - 3.83%*</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 14.98%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">11/29/18 - 12/15/22</div>
</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160; 97,009,385</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">&#160;</div>

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">*The rate is adjusted periodically by the counterparty, subject&#160;to approval by the Adviser, and is not based upon a set reference rate and spread. Rate indicated is the rate effective at July 31, 2018.</div>
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<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">NOTES TO SCHEDULE OF INVESTMENTS <font style="FONT-SIZE: 10pt; FONT-FAMILY: Arial">(Unaudited)</font><font style="FONT-SIZE: 14pt; FONT-FAMILY: Arial">&#160; &#160; &#160; </font></div>
</td>
<td style="VERTICAL-ALIGN: middle; BORDER-BOTTOM: #000000 2px solid; WIDTH: 19.59%">&#160;</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: middle; WIDTH: 80.41%">&#160;</td>
<td style="VERTICAL-ALIGN: middle; WIDTH: 19.59%">&#160;</td>
</tr>
</table>
</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">The following is a summary of the remaining contractual maturities of the reverse repurchase agreements outstanding as of July 31, 2018, aggregated by asset class of the related collateral pledged by the Fund:</div>

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

<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">
<table id="zcc9928e9d46b4b4090757a5190180312" style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; WIDTH: 100%" cellspacing="0" cellpadding="0" border="0">
<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 40%">&#160;</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">Overnight and Continuous</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Up to 30 days</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">31-90 days</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Greater than 90 days</div>
</td>
<td style="VERTICAL-ALIGN: bottom; BORDER-BOTTOM: #000000 2px solid; TEXT-ALIGN: right; WIDTH: 12%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold">Total</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; WIDTH: 40%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Convertible Bonds</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160;&#160;&#160;&#160;&#160;&#160;&#160; -</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160;&#160;&#160;&#160;&#160;&#160;&#160; -</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$&#160;&#160;&#160;&#160;&#160;&#160; -</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$ 29,568,499</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;$ 29,568,499</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 40%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Corporate Bonds</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;-</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;-</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;-</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;&#160;67,440,886</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: right">&#160;&#160;&#160;67,440,886</div>
</td>
</tr>

<tr>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 40%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Total Reverse Repurchase Agreements</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$&#160;&#160;&#160;&#160;&#160;&#160;&#160; -</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$&#160;&#160;&#160;&#160;&#160;&#160;&#160; -</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$&#160;&#160;&#160;&#160;&#160;&#160; -</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$&#160;97,009,385</div>
</td>
<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 12%; BACKGROUND-COLOR: #cceeff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$ 97,009,385</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">Gross amount of recognized liabilities for reverse repurchase agreements&#160;&#160;&#160;</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$ 97,009,385</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 12%; BACKGROUND-COLOR: #ffffff">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: right">&#160;$ 97,009,385</div>
</td>
</tr>
</table>
</div>

<div><br>
</div>

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<div>&#160;</div>

<div style="FONT-SIZE: 14pt; FONT-FAMILY: Arial; BORDER-BOTTOM: black 0.5pt solid; FONT-WEIGHT: normal; TEXT-ALIGN: left">OTHER INFORMATION (Unaudited)</div>

<div>
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<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; FONT-WEIGHT: bold; TEXT-ALIGN: left">Sector Classification</div>

<div style="MARGIN-BOTTOM: 10pt; FONT-SIZE: 10pt; FONT-FAMILY: Arial; TEXT-ALIGN: left">Information in the &#8220;Schedule of Investments&#8221; is categorized by sectors using sector-level classifications defined by the Bloomberg Industry Classification System, a widely recognized industry classification system provider. The Fund&#8217;s registration statement has investment policies relating to concentration in specific sectors/industries. For purposes of these investment policies, the Fund usually classifies sectors/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>

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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 2.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Controls and Procedures.</font></div>

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</div>

<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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.</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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.</div>
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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Item 3.&#160; </font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold">Exhibits.</font></div>

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<div style="MARGIN-BOTTOM: 6pt; 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>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center">SIGNATURES</div>

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<div style="MARGIN-BOTTOM: 6pt; 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>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">Advent Claymore Convertible Securities and Income Fund</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 96.6%">/s/ Tracy V. Maitland</td>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Tracy V. Maitland</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt; TEXT-INDENT: 12pt">President and Chief Executive Officer</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">September 28, 2018</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 18pt">Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">By:</div>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM: #000000 2px solid; WIDTH: 96.6%">/s/ Tracy V. Maitland</td>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Tracy V. Maitland</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">President and Chief Executive Officer</div>

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</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 95.52%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">September 28, 2018</div>
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</div>

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<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; WIDTH: 96.6%">/s/ Robert White</td>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Robert White</div>

<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; TEXT-INDENT: 30pt">Treasurer and Chief Financial Officer</div>

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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: left">Date:</div>
</td>
<td style="VERTICAL-ALIGN: top; WIDTH: 95.52%">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify">September 28, 2018</div>
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<DOCUMENT>
<TYPE>EX-99.CERT
<SEQUENCE>2
<FILENAME>ex99cert.htm
<DESCRIPTION>CERTIFICATIONS
<TEXT>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center"><u>CERTIFICATIONS</u></div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, Tracy V. Maitland, certify that:</div>

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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">1.</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">I have reviewed this report on Form N-Q of Advent Claymore Convertible Securities and Income Fund;</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">2.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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:</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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):</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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.</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt">Date: September 28, 2018</div>

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<td style="VERTICAL-ALIGN: top; WIDTH: 60%">&#160;</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-VARIANT: normal; VERTICAL-ALIGN: top; FONT-WEIGHT: normal; FONT-STYLE: normal; TEXT-ALIGN: center; WIDTH: 40%"><u>/s/ Tracy V. Maitland</u></td>
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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; WIDTH: 40%">
<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>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; FONT-WEIGHT: bold; TEXT-ALIGN: center"><u>CERTIFICATIONS</u></div>

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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 18pt">I, Robert White, certify that:</div>

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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">1.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">I have reviewed this report on Form N-Q of Advent Claymore Convertible Securities and Income Fund;</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">2.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">3.</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">4.</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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:</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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;</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(c)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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</div>
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<div style="MARGIN-BOTTOM: 6pt; TEXT-ALIGN: justify">
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(d)</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 17.9pt; align: right">5.</td>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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):</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(a)</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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</div>
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<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; VERTICAL-ALIGN: top; WIDTH: 18pt; align: right">(b)</td>
<td style="VERTICAL-ALIGN: top; TEXT-ALIGN: justify; WIDTH: auto">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">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.</div>
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<div style="MARGIN-BOTTOM: 6pt; FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: justify; MARGIN-LEFT: 36pt"><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">Date:</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">&#160;</font><font style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'">September 28, 2018</font></div>

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<td style="VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; WIDTH: 60%">&#160;</td>
<td style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; BORDER-TOP-COLOR: ; FONT-VARIANT: normal; VERTICAL-ALIGN: top; FONT-WEIGHT: normal; FONT-STYLE: normal; BORDER-BOTTOM-COLOR: ; TEXT-ALIGN: center; BORDER-RIGHT-COLOR: ; WIDTH: 40%; BORDER-LEFT-COLOR: "><u>/s/ Robert White</u></td>
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<td style="BORDER-TOP-COLOR: ; VERTICAL-ALIGN: top; BORDER-BOTTOM-COLOR: ; BORDER-RIGHT-COLOR: ; WIDTH: 40%; BORDER-LEFT-COLOR: ">
<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Robert White</div>
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<div style="FONT-SIZE: 10pt; FONT-FAMILY: 'Times New Roman'; TEXT-ALIGN: center">Treasurer and Chief Financial Officer</div>
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