<SEC-DOCUMENT>0001752724-20-064694.txt : 20200330
<SEC-HEADER>0001752724-20-064694.hdr.sgml : 20200330
<ACCEPTANCE-DATETIME>20200330100852
ACCESSION NUMBER:		0001752724-20-064694
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200131
FILED AS OF DATE:		20200330
PERIOD START:           	20201031

FILER:

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

	FILING VALUES:
		FORM TYPE:		NPORT-P
		SEC ACT:		1940 Act
		SEC FILE NUMBER:	811-21309
		FILM NUMBER:		20754592

	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

	FORMER COMPANY:	
		FORMER CONFORMED NAME:	ADVENT CLAYMORE CONVERTIBLE SECURITIES & INCOME FUND
		DATE OF NAME CHANGE:	20030219
</SEC-HEADER>
<DOCUMENT>
<TYPE>NPORT-P
<SEQUENCE>1
<FILENAME>primary_doc.xml
<TEXT>
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              <title>Jazz Pharmaceuticals PLC</title>
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                <isin value="IE00B4Q5ZN47"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.56590000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY LATIN AMERICA</name>
        <lei>213800YWQHEAX7CAVO83</lei>
        <title>Liberty Latin America Ltd.</title>
        <cusip>53069QAA7</cusip>
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          <isin value="US53069QAA76"/>
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        <balance>1170000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1165166.04000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Liberty Latin America Ltd</name>
              <title>Liberty Latin America Ltd</title>
              <curCd>USD</curCd>
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                <isin value="BMG9001E1286"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="44.97670000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>Target Corp</name>
        <lei>8WDDFXB5T1Z6J0XC1L66</lei>
        <title>Target Corp.</title>
        <cusip>87612E106</cusip>
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          <isin value="US87612E1064"/>
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        <balance>30000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3322200.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>VALVOLINE INC</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>Valvoline, Inc.</title>
        <cusip>92047WAB7</cusip>
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          <isin value="US92047WAB72"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1027915.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AG MERGER SUB II INC</name>
        <lei>N/A</lei>
        <title>AG Merger Sub II, Inc.</title>
        <cusip>00791GAA5</cusip>
        <identifiers>
          <isin value="US00791GAA58"/>
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        <balance>2510000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2667747.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTURYLINK INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CenturyLink, Inc.</title>
        <cusip>156700AR7</cusip>
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          <isin value="US156700AR77"/>
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        <balance>3312000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3483396.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.45000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALLIANCE RES OP/FINANCE</name>
        <lei>N/A</lei>
        <title>Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.</title>
        <cusip>01879NAA3</cusip>
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          <isin value="US01879NAA37"/>
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        <balance>2859000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2480182.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PARKLAND FUEL CORP</name>
        <lei>549300Q72GWZCL8MQC95</lei>
        <title>Parkland Fuel Corp.</title>
        <cusip>70137TAP0</cusip>
        <identifiers>
          <isin value="US70137TAP03"/>
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        <balance>3340000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3545577.00000000</valUSD>
        <pctVal>0.608795379904</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TERADYNE INC</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc.</title>
        <cusip>880770AG7</cusip>
        <identifiers>
          <isin value="US880770AG70"/>
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        <balance>414000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>883358.16000000</valUSD>
        <pctVal>0.151677531360</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teradyne Inc</name>
              <title>Teradyne Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="880770102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="31.62180000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COMMERCIAL METALS CO</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
        <title>Commercial Metals Co.</title>
        <cusip>201723AK9</cusip>
        <identifiers>
          <isin value="US201723AK97"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3151245.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd.</title>
        <cusip>335934AL9</cusip>
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          <isin value="US335934AL97"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>789668.00000000</valUSD>
        <pctVal>0.135590407445</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIBERTY MEDIA CORP</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>Liberty Media Corp.</title>
        <cusip>531229AB8</cusip>
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          <isin value="US531229AB89"/>
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        <balance>4138000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5586801.03000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>N/A</name>
              <title>LMCA 1.375 10/15/23</title>
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              <identifiers>
                <ticker value=".CVBLM01"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="21.08590000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AURELIUS Equity Opportunities SE &amp; Co KGaA</name>
        <lei>N/A</lei>
        <title>Aurelius SE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="DE000A168544"/>
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        <balance>600000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>AURELIUS Equity Opportunities SE &amp; Co KGaA</title>
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                <isin value="DE000A0JK2A8"/>
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            <currencyInfo convRatio="2218.36230000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SUMMIT MID HLDS LLC / FI</name>
        <lei>N/A</lei>
        <title>Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</title>
        <cusip>86614WAD8</cusip>
        <identifiers>
          <isin value="US86614WAD83"/>
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        <balance>2768000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2137131.28000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NUANCE COMMUNICATIONS</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc.</title>
        <cusip>67020YAK6</cusip>
        <identifiers>
          <isin value="US67020YAK64"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5192983.00000000</valUSD>
        <pctVal>0.891664194099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2035-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nuance Communications Inc</name>
              <title>Nuance Communications Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="41.45760000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.GBP2"/>
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        <balance>-3283807.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.75861000"/>
        <valUSD>-1461.81000000</valUSD>
        <pctVal>-0.00025100094</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>3283807.00000000</amtCurSold>
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            <amtCurPur>4332175.52000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>-1461.81</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
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        <name>FORTIVE CORPORATION</name>
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        <title>Fortive Corp.</title>
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        <balance>841000.00000000</balance>
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          <maturityDt>2022-02-15</maturityDt>
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            <dbtSecRefInstrument>
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              <title>Fortive Corp</title>
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        <name>NEUROCRINE BIOSCIENCES</name>
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        <title>Neurocrine Biosciences, Inc.</title>
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        <name>SIX FLAGS ENTERTAINMENT</name>
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        <name>STAPLES INC</name>
        <lei>XQM2JINI1UL7642TU573</lei>
        <title>Staples, Inc.</title>
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        <name>SCIENTIFIC GAMES INTERNA</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc.</title>
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        <invCountry>US</invCountry>
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        <name>COLONY CAPITAL INC</name>
        <lei>549300XG87L902AGBO89</lei>
        <title>Colony Capital, Inc.</title>
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              <title>Colony Capital Inc</title>
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        <name>SEAGATE HDD CAYMAN</name>
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        <title>Seagate HDD Cayman</title>
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        <title>Navistar International Corp.</title>
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        <name>CHURCHILL DOWNS INC</name>
        <lei>529900FODTBQC8MIS994</lei>
        <title>Churchill Downs, Inc.</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2027-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <name>PBF HOLDING CO LLC</name>
        <lei>N/A</lei>
        <title>PBF Holding Company LLC / PBF Finance Corp.</title>
        <cusip>69318FAH1</cusip>
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        <balance>660000.00000000</balance>
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        <valUSD>676566.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>GENESIS ENERGY LP/FIN</name>
        <lei>N/A</lei>
        <title>Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</title>
        <cusip>37185LAK8</cusip>
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          <isin value="US37185LAK89"/>
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        <balance>3431000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3285963.05000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp.</title>
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          <isin value="US88033GCY44"/>
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        <balance>1983000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
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        <debtSec>
          <maturityDt>2026-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>Intrawest Resorts Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Intrawest Resorts Holdings, Inc.</title>
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          <other otherDesc="Internal ID" value="BL3211135 1001"/>
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        <balance>1860040.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>SOCIETE GENERALE</name>
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          <other otherDesc="Internal ID" value="SCGNR1222"/>
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        <curCd>USD</curCd>
        <valUSD>-49005213.06000000</valUSD>
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        <assetCat>RA</assetCat>
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          <transCat>Reverse repurchase</transCat>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189T206</cusip>
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          <isin value="US15189T2069"/>
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        <balance>40717.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2465821.52000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-09-15</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.51630000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>N/A</name>
              <title>CNP Var 9/29 EC181642 Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <ticker value=".CVBCN01"/>
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          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OASIS PETROLEUM INC</name>
        <lei>529900FA4V2YNIKZ0M71</lei>
        <title>Oasis Petroleum, Inc.</title>
        <cusip>674215AK4</cusip>
        <identifiers>
          <isin value="US674215AK41"/>
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        <balance>2757000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2110897.05000000</valUSD>
        <pctVal>0.362452816986</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INSULET CORPORATION</name>
        <lei>549300TZTYD2PYN92D43</lei>
        <title>Insulet Corp.</title>
        <cusip>45784PAJ0</cusip>
        <identifiers>
          <isin value="US45784PAJ03"/>
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        <balance>2711000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3052916.69000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Insulet Corp</name>
              <title>Insulet Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45784P101"/>
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          <currencyInfos>
            <currencyInfo convRatio="4.41050000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PINDUODUO INC</name>
        <lei>5493000573DS7005T657</lei>
        <title>Pinduoduo, Inc.</title>
        <cusip>722304AA0</cusip>
        <identifiers>
          <isin value="US722304AA00"/>
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        <balance>1345000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1485956.00000000</valUSD>
        <pctVal>0.255146947179</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pinduoduo Inc</name>
              <title>Pinduoduo Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="722304102"/>
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          <currencyInfos>
            <currencyInfo convRatio="23.46800000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BIOCARTIS NV</name>
        <lei>N/A</lei>
        <title>Biocartis N.V.</title>
        <cusip>ZS4402351</cusip>
        <identifiers>
          <isin value="BE0002651322"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>775273.61000000</valUSD>
        <pctVal>0.133118810261</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Biocartis NV</name>
              <title>Biocartis NV</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="BE0974281132"/>
              </identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7757.16960000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175BB9</cusip>
        <identifiers>
          <isin value="US161175BB96"/>
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        <balance>1838000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942983.38000000</valUSD>
        <pctVal>0.333621101720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.46400000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STMICROELECTRONICS NV</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMicroelectronics N.V.</title>
        <cusip>AO0824786</cusip>
        <identifiers>
          <isin value="XS1638064953"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>836364.00000000</valUSD>
        <pctVal>0.143608371534</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-07-03</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>STMicroelectronics NV</name>
              <title>STMicroelectronics NV</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="NL0000226223"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9737.09840000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>AKAMAI TECHNOLOGIES INC</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971TAJ0</cusip>
        <identifiers>
          <isin value="US00971TAJ07"/>
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        <balance>4059000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4697800.63000000</valUSD>
        <pctVal>0.806638614605</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Akamai Technologies Inc</name>
              <title>Akamai Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="00971T101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.51500000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MEDNAX INC</name>
        <lei>N/A</lei>
        <title>MEDNAX, Inc.</title>
        <cusip>58502BAC0</cusip>
        <identifiers>
          <isin value="US58502BAC00"/>
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        <balance>4365000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4457865.38000000</valUSD>
        <pctVal>0.765440391671</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LIBERTY MEDIA CORP</name>
        <lei>549300ZKUTPIBZLWLL89</lei>
        <title>Liberty Media Corp.</title>
        <cusip>531229AH5</cusip>
        <identifiers>
          <isin value="US531229AH59"/>
        </identifiers>
        <balance>4049000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4645022.52000000</valUSD>
        <pctVal>0.797576318249</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Live Nation Entertainment Inc</name>
              <title>Live Nation Entertainment Inc</title>
              <curCd>USD</curCd>
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                <cusip value="538034109"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.08860000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FINANCIAL &amp; RISK US HOLD</name>
        <lei>549300NF240HXJO7N016</lei>
        <title>Refinitiv US Holdings, Inc.</title>
        <cusip>31740MAC5</cusip>
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          <isin value="US31740MAC55"/>
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        <balance>990000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1000518.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.90340000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>91911KAK8</cusip>
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          <isin value="US91911KAK88"/>
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        <balance>2587000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2687336.80000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-03-15</maturityDt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER I</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>Stanley Black &amp; Decker, Inc.</title>
        <cusip>854502887</cusip>
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          <isin value="US8545028875"/>
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        <balance>5207.00000000</balance>
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        <curCd>USD</curCd>
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        <pctVal>0.093475122141</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SYNAPTICS INC</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
        <title>Synaptics, Inc.</title>
        <cusip>87157DAD1</cusip>
        <identifiers>
          <isin value="US87157DAD12"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4494331.04000000</valUSD>
        <pctVal>0.771701749225</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Synaptics Inc</name>
              <title>Synaptics Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="87157D109"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.69470000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMENTUM HOLDINGS INC</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings, Inc.</title>
        <cusip>55024UAC3</cusip>
        <identifiers>
          <isin value="US55024UAC36"/>
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        <balance>1799000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1907186.88000000</valUSD>
        <pctVal>0.327474642676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lumentum Holdings Inc</name>
              <title>Lumentum Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="55024U109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.07110000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INSIGHT ENTERPRS</name>
        <lei>529900S8991TYW6YP792</lei>
        <title>Insight Enterprises, Inc.</title>
        <cusip>45765UAA1</cusip>
        <identifiers>
          <isin value="US45765UAA16"/>
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        <balance>1337000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1521018.84000000</valUSD>
        <pctVal>0.261167432702</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Insight Enterprises Inc</name>
              <title>Insight Enterprises Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45765U103"/>
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          <currencyInfos>
            <currencyInfo convRatio="14.63760000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GUESS INC</name>
        <lei>549300QVH3ZK2DW0KP86</lei>
        <title>Guess?, Inc.</title>
        <cusip>401617AC9</cusip>
        <identifiers>
          <isin value="US401617AC92"/>
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        <balance>1154000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1248677.53000000</valUSD>
        <pctVal>0.214404908215</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Guess? Inc</name>
              <title>Guess? Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="401617105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.78790000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SEMPRA ENERGY</name>
        <lei>PBBKGKLRK5S5C0Y4T545</lei>
        <title>Sempra Energy</title>
        <cusip>816851505</cusip>
        <identifiers>
          <isin value="US8168515059"/>
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        <balance>10450.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1303167.25000000</valUSD>
        <pctVal>0.223761097571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR11"/>
        </identifiers>
        <balance>-525360.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>5606.59000000</valUSD>
        <pctVal>0.000962682826</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>525360.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>589325.21000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>5606.59</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHINA RAILWAY CONSTRUCT</name>
        <lei>3003008XPPXMY0STYT17</lei>
        <title>China Railway Construction Corporation Ltd.</title>
        <cusip>JV6993606</cusip>
        <identifiers>
          <isin value="XS1334819312"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2042541.28000000</valUSD>
        <pctVal>0.350715749376</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-01-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>China Railway Construction Corp Ltd</name>
              <title>China Railway Construction Corp Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="CNE100000981"/>
              </identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="201927.46110000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DEXCOM INC</name>
        <lei>549300YSK3QDSFR5EU59</lei>
        <title>DexCom, Inc.</title>
        <cusip>252131AH0</cusip>
        <identifiers>
          <isin value="US252131AH00"/>
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        <balance>1619000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2573198.13000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DexCom Inc</name>
              <title>DexCom Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="252131107"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.08690000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WOLVERINE WORLD WIDE</name>
        <lei>549300OVC7PK14LQ8D87</lei>
        <title>Wolverine World Wide, Inc.</title>
        <cusip>978097AD5</cusip>
        <identifiers>
          <isin value="US978097AD55"/>
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        <balance>3201000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3313035.00000000</valUSD>
        <pctVal>0.568866619301</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAG-Stiftung</name>
        <lei>N/A</lei>
        <title>RAG-Stiftung</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BVXBY26"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>893368.97000000</valUSD>
        <pctVal>0.153396443367</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-02-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Evonik Industries AG</name>
              <title>Evonik Industries AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000EVNK013"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3047.43330000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERDIGITAL INC</name>
        <lei>N/A</lei>
        <title>InterDigital, Inc.</title>
        <cusip>45867GAA9</cusip>
        <identifiers>
          <isin value="US45867GAA94"/>
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        <balance>1063000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1067186.35000000</valUSD>
        <pctVal>0.183241858624</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>InterDigital Inc</name>
              <title>InterDigital Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45867G101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.30180000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
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          <isCashCollateral>N</isCashCollateral>
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          <other otherDesc="Internal ID" value="CC.EUR.USD4"/>
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      <invstOrSec>
        <name>NAVIENT CORP</name>
        <lei>54930067J0ZNOEBRW338</lei>
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          <isin value="US78442FEJ30"/>
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        <curCd>USD</curCd>
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      <invstOrSec>
        <name>AMERICAN ELECTRIC POWER</name>
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          <isin value="US0255371272"/>
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      <invstOrSec>
        <name>SEMICONDUCTOR MANUFACTUR</name>
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          <isin value="XS1432320429"/>
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        <isRestrictedSec>N</isRestrictedSec>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ASSURANT INC</name>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>EVERBRIDGE INC</name>
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        <title>Everbridge, Inc.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Everbridge Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="8.89990000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec GBP / Deliver USD</title>
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        <identifiers>
          <other otherDesc="Internal ID" value="CC.GBP.USD1"/>
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        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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      <invstOrSec>
        <name>CARDTRONICS INC / USA</name>
        <lei>N/A</lei>
        <title>Cardtronics Incorporated / Cardtronics USA Inc</title>
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        <balance>2569000.00000000</balance>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY4"/>
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        <balance>-1280512550.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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        <securityLending>
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      <invstOrSec>
        <name>BOFA FINANCE LLC</name>
        <lei>549300CGZYSEY3ZSIW16</lei>
        <title>BofA Finance LLC</title>
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        <balance>2139000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Voya Financial Inc</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>INNOLUX CORP</name>
        <lei>3003007EXL0825P1MJ10</lei>
        <title>Innolux Corp.</title>
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          <isin value="XS2099548427"/>
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        <invCountry>TW</invCountry>
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            <dbtSecRefInstrument>
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              <title>Innolux Corp</title>
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        <name>CONMED CORP</name>
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        <title>CONMED Corp.</title>
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            <dbtSecRefInstrument>
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              <title>CONMED Corp</title>
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      <invstOrSec>
        <name>CINCINNATI BELL INC</name>
        <lei>549300JYVZOCUJOHL272</lei>
        <title>Cincinnati Bell, Inc.</title>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MEG ENERGY CORP</name>
        <lei>5493002WXPTG5ZC1T326</lei>
        <title>MEG Energy Corp.</title>
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        <balance>333000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPECTRUM BRANDS INC</name>
        <lei>549300VU3EH2E73C1Q04</lei>
        <title>Spectrum Brands, Inc.</title>
        <cusip>84762LAU9</cusip>
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        <balance>1758000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.EUR.USD2"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>138497.77000000</amtCurSold>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FIDELITY &amp; GUARANTY LIFE</name>
        <lei>549300WCR5QBFH98VZ75</lei>
        <title>Fidelity &amp; Guaranty Life Holdings, Inc.</title>
        <cusip>315786AC7</cusip>
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          <isin value="US315786AC73"/>
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        <balance>3168000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3381808.32000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LIVEPERSON INC</name>
        <lei>549300IN2P1JZ20G7N40</lei>
        <title>LivePerson, Inc.</title>
        <cusip>538146AA9</cusip>
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          <isin value="US538146AA93"/>
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        <balance>1216000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>LivePerson Inc</name>
              <title>LivePerson Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="25.91820000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>GOODYEAR TIRE &amp; RUBBER</name>
        <lei>5493002BI0S2ZQUY3437</lei>
        <title>Goodyear Tire &amp; Rubber Co.</title>
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          <isin value="US382550BA86"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-08-15</maturityDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>FREEPORT-MCMORAN INC</name>
        <lei>549300IRDTHJQ1PVET45</lei>
        <title>Freeport-McMoRan, Inc.</title>
        <cusip>35671DAU9</cusip>
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          <isin value="US35671DAU90"/>
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        <balance>2293000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.55000000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>INFOR US INC</name>
        <lei>CIOT8TLNSHRE7MIBDR09</lei>
        <title>Infor US, Inc.</title>
        <cusip>45672NAG6</cusip>
        <identifiers>
          <isin value="US45672NAG60"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4037120.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WAYFAIR INC</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>Wayfair, Inc.</title>
        <cusip>94419LAD3</cusip>
        <identifiers>
          <isin value="US94419LAD38"/>
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        <balance>205000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>218204.67000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Wayfair Inc</name>
              <title>Wayfair Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="8.59100000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SNAP INC</name>
        <lei>549300JNC0L6VP8A2Q35</lei>
        <title>Snap, Inc.</title>
        <cusip>83304AAA4</cusip>
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          <isin value="US83304AAA43"/>
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        <balance>2759000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
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            <dbtSecRefInstrument>
              <name>Snap Inc</name>
              <title>Snap Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="43.84810000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>NICHICON CORP</name>
        <lei>353800QK5U8ET4YJHF28</lei>
        <title>Nichicon Corp.</title>
        <cusip>ZQ9280863</cusip>
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          <isin value="XS2091932561"/>
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        <balance>100000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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          <maturityDt>2024-12-23</maturityDt>
          <couponKind>None</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nichicon Corp</name>
              <title>Nichicon Corp</title>
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              <identifiers>
                <isin value="JP3661800007"/>
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          <currencyInfos>
            <currencyInfo convRatio="5927.68230000" curCd="JPY"/>
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          <delta>XXXX</delta>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TELADOC HEALTH INC</name>
        <lei>549300I2PVFBC9MFAC61</lei>
        <title>Teladoc Health, Inc.</title>
        <cusip>87918AAC9</cusip>
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          <isin value="US87918AAC99"/>
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        <balance>534000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1084773.79000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teladoc Inc</name>
              <title>Teladoc Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="87918A105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="18.66210000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WUXI APPTEC CO LTD</name>
        <lei>254900OEPQLZSPLN9175</lei>
        <title>WuXi AppTec Company Ltd.</title>
        <cusip>ZR4552470</cusip>
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          <isin value="XS2045749798"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1052424.47000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-17</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>WuXi AppTec Co Ltd</name>
              <title>WuXi AppTec Co Ltd</title>
              <curCd>USD</curCd>
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                <isin value="CNE100003F19"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER I</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>Stanley Black &amp; Decker, Inc.</title>
        <cusip>854502846</cusip>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>BRENNTAG FINANCE BV</name>
        <lei>724500LOJA6NM43PH951</lei>
        <title>Brenntag Finance BV</title>
        <cusip>QJ9360323</cusip>
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          <isin value="DE000A1Z3XP8"/>
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        <balance>3500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3505320.00000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Brenntag AG</name>
              <title>Brenntag AG</title>
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                <isin value="DE000A1DAHH0"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CIE GENERALE DES ESTABLI</name>
        <lei>549300SOSI58J6VIW052</lei>
        <title>Cie Generale des Etablissements Michelin SCA</title>
        <cusip>AM0397506</cusip>
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          <isin value="FR0013230745"/>
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        <balance>1800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1834380.00000000</valUSD>
        <pctVal>0.314973294611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-10</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cie Generale des Etablissements Michelin SCA</name>
              <title>Cie Generale des Etablissements Michelin SCA</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="FR0000121261"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1432.46880000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
        <cusip>94973VBG1</cusip>
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          <isin value="US94973VBG14"/>
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        <balance>240000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>886800.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2042-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Anthem Inc</name>
              <title>Anthem Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="036752103"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.95000000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR5"/>
        </identifiers>
        <balance>-211000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>-1677.68000000</valUSD>
        <pctVal>-0.00028806702</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>211000.00000000</amtCurSold>
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            <amtCurPur>232760.85000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>-1677.68</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>DOWNSTREAM DEVELOPMENT</name>
        <lei>549300NM30NX0VZ5ZB32</lei>
        <title>Downstream Development Authority of the Quapaw Tribe of Oklahoma</title>
        <cusip>26112TAJ5</cusip>
        <identifiers>
          <isin value="US26112TAJ51"/>
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        <balance>3546000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3698176.59000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Citigroup Inc</name>
        <lei>6SHGI4ZSSLCXXQSBB395</lei>
        <title>Citigroup, Inc.</title>
        <cusip>172967424</cusip>
        <identifiers>
          <isin value="US1729674242"/>
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        <balance>55000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4092550.00000000</valUSD>
        <pctVal>0.702713699922</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRIP.COM GROUP LTD</name>
        <lei>2549004RMYDSRQL4KW41</lei>
        <title>Trip.com Group Ltd.</title>
        <cusip>22943FAH3</cusip>
        <identifiers>
          <isin value="US22943FAH38"/>
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        <balance>2436000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2522509.40000000</valUSD>
        <pctVal>0.433128957144</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.99000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Trip.com Group Ltd</name>
              <title>Trip.com Group Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="89677Q107"/>
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          <currencyInfos>
            <currencyInfo convRatio="18.71100000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ETSY INC</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>Etsy, Inc.</title>
        <cusip>29786AAH9</cusip>
        <identifiers>
          <isin value="US29786AAH95"/>
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        <balance>2454000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2304691.35000000</valUSD>
        <pctVal>0.395728381018</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Etsy Inc</name>
              <title>Etsy Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="29786A106"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.40400000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENERGIZER HOLDINGS INC</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc.</title>
        <cusip>29272W208</cusip>
        <identifiers>
          <isin value="US29272W2089"/>
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        <balance>97842.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9729408.48000000</valUSD>
        <pctVal>1.670593793853</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WELLS FARGO &amp; COMPANY</name>
        <lei>PBLD0EJDB5FWOLXP3B76</lei>
        <title>Wells Fargo &amp; Co.</title>
        <cusip>949746804</cusip>
        <identifiers>
          <isin value="US9497468044"/>
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        <balance>6000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>9304800.00000000</valUSD>
        <pctVal>1.597686145565</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>TALEND SA</name>
        <lei>549300CGJZ1TI6ZGS674</lei>
        <title>Talend S.A.</title>
        <cusip>ZR5194553</cusip>
        <identifiers>
          <isin value="XS2051126691"/>
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        <balance>3180000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>3482886.15000000</valUSD>
        <pctVal>0.598031010708</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Talend SA</name>
              <title>Talend SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <cusip value="874224207"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="19.32340000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NAVIENT CORP</name>
        <lei>54930067J0ZNOEBRW338</lei>
        <title>Navient Corp.</title>
        <cusip>63938CAD0</cusip>
        <identifiers>
          <isin value="US63938CAD02"/>
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        <balance>3397000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3587571.70000000</valUSD>
        <pctVal>0.616006104517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AKAMAI TECHNOLOGIES INC</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971TAK7</cusip>
        <identifiers>
          <isin value="US00971TAK79"/>
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        <balance>1321000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1355893.94000000</valUSD>
        <pctVal>0.232814564826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Akamai Technologies Inc</name>
              <title>Akamai Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="00971T101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.60730000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WILLIAM CARTER</name>
        <lei>TGI2A0HXEYNQPU7TYV27</lei>
        <title>William Carter Co.</title>
        <cusip>96926JAC1</cusip>
        <identifiers>
          <isin value="US96926JAC18"/>
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        <balance>703000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>750225.78000000</valUSD>
        <pctVal>0.128817957909</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Sony Corp</name>
        <lei>N/A</lei>
        <title>Sony Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP343500PF78"/>
        </identifiers>
        <balance>139000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>1987564.70000000</valUSD>
        <pctVal>0.341275963438</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sony Corp</name>
              <title>Sony Corp</title>
              <curCd>JPY</curCd>
              <identifiers>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="199.77630000" curCd="JPY"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
        <cusip>404121AJ4</cusip>
        <identifiers>
          <isin value="US404121AJ49"/>
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        <balance>2675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3104605.00000000</valUSD>
        <pctVal>0.533078023810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PURE STORAGE INC</name>
        <lei>549300NPDB0BZTK3WO90</lei>
        <title>Pure Storage, Inc.</title>
        <cusip>74624MAB8</cusip>
        <identifiers>
          <isin value="US74624MAB81"/>
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        <balance>3328000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3358133.37000000</valUSD>
        <pctVal>0.576610261393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pure Storage Inc</name>
              <title>Pure Storage Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="74624M102"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="38.05940000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALLY FINANCIAL INC</name>
        <lei>549300JBN1OSM8YNAI90</lei>
        <title>GMAC, Inc.</title>
        <cusip>36186CBY8</cusip>
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          <isin value="US36186CBY84"/>
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        <balance>3306000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4651046.10000000</valUSD>
        <pctVal>0.798610600588</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JOYY INC</name>
        <lei>549300N6CHVU5CQZPW24</lei>
        <title>JOYY, Inc.</title>
        <cusip>98426TAE6</cusip>
        <identifiers>
          <isin value="US98426TAE64"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3812000.00000000</valUSD>
        <pctVal>0.654541697499</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>YY Inc</name>
              <title>YY Inc</title>
              <curCd>USD</curCd>
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                <cusip value="98426T106"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.42710000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Hess Corp</name>
        <lei>UASVRYNXNK17ULIGK870</lei>
        <title>Hess Corp.</title>
        <cusip>42809H107</cusip>
        <identifiers>
          <isin value="US42809H1077"/>
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        <balance>90000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5091300.00000000</valUSD>
        <pctVal>0.874204654900</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WAYFAIR INC</name>
        <lei>54930027N9ZAVYFDHK53</lei>
        <title>Wayfair, Inc.</title>
        <cusip>94419LAE1</cusip>
        <identifiers>
          <isin value="US94419LAE11"/>
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        <balance>2146000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1962579.99000000</valUSD>
        <pctVal>0.336985949143</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Wayfair Inc</name>
              <title>Wayfair Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="94419L101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.73490000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIREEYE INC</name>
        <lei>549300E9D2UJUFLLY524</lei>
        <title>FireEye, Inc.</title>
        <cusip>31816QAF8</cusip>
        <identifiers>
          <isin value="US31816QAF81"/>
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        <balance>1191000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1191241.30000000</valUSD>
        <pctVal>0.204542786630</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>FireEye Inc</name>
              <title>FireEye Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="31816Q101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="43.16670000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WYNN MACAU LTD</name>
        <lei>254900NMDQ8ENTHU1I31</lei>
        <title>Wynn Macau Ltd.</title>
        <cusip>98313RAD8</cusip>
        <identifiers>
          <isin value="US98313RAD89"/>
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        <balance>1383000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1410628.88000000</valUSD>
        <pctVal>0.242212859826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSI SYSTEMS INC</name>
        <lei>DDX3MPX1Y8YD30050X33</lei>
        <title>OSI Systems, Inc.</title>
        <cusip>671044AD7</cusip>
        <identifiers>
          <isin value="US671044AD76"/>
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        <balance>1545000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1591472.06000000</valUSD>
        <pctVal>0.273264644196</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>OSI Systems Inc</name>
              <title>OSI Systems Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="671044105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9.30560000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TESLA INC</name>
        <lei>54930043XZGB27CTOV49</lei>
        <title>Tesla, Inc.</title>
        <cusip>88160RAG6</cusip>
        <identifiers>
          <isin value="US88160RAG65"/>
        </identifiers>
        <balance>2175000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4793403.01000000</valUSD>
        <pctVal>0.823054077378</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Tesla Inc</name>
              <title>Tesla Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="88160R101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.22760000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>United Parcel Service Inc</name>
        <lei>D01LMJZU09ULLNCY6Z23</lei>
        <title>United Parcel Service, Inc.</title>
        <cusip>911312106</cusip>
        <identifiers>
          <isin value="US9113121068"/>
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        <balance>60000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6211200.00000000</valUSD>
        <pctVal>1.066497741739</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZYNGA INC</name>
        <lei>N/A</lei>
        <title>Zynga, Inc.</title>
        <cusip>98986TAA6</cusip>
        <identifiers>
          <isin value="US98986TAA60"/>
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        <balance>1848000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1894500.88000000</valUSD>
        <pctVal>0.325296385600</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zynga Inc</name>
              <title>Zynga Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98986T108"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="120.36950000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTRAL GARDEN &amp; PET CO</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>Central Garden &amp; Pet Co.</title>
        <cusip>153527AL0</cusip>
        <identifiers>
          <isin value="US153527AL06"/>
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        <balance>1419000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1465582.93000000</valUSD>
        <pctVal>0.251648777237</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>UNITED RENTALS NORTH AM</name>
        <lei>NGIZXNT70J2LYT3FBI09</lei>
        <title>United Rentals North America, Inc.</title>
        <cusip>911365BK9</cusip>
        <identifiers>
          <isin value="US911365BK93"/>
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        <balance>3793000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4127163.30000000</valUSD>
        <pctVal>0.708656996915</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLUMINA INC</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina, Inc.</title>
        <cusip>452327AK5</cusip>
        <identifiers>
          <isin value="US452327AK54"/>
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        <balance>563000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>593965.00000000</valUSD>
        <pctVal>0.101987108959</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Illumina Inc</name>
              <title>Illumina Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="452327109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.18450000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CELLNEX TELECOM SA</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>Cellnex Telecom S.A.</title>
        <cusip>AQ6595039</cusip>
        <identifiers>
          <isin value="XS1750026186"/>
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        <balance>1400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>2306244.49000000</valUSD>
        <pctVal>0.395995063833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cellnex Telecom SA</name>
              <title>Cellnex Telecom SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="ES0105066007"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2968.22220000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PHOTO HOLDINGS MERGER SU</name>
        <lei>N/A</lei>
        <title>Photo Holdings Merger Sub, Inc.</title>
        <cusip>719245AD4</cusip>
        <identifiers>
          <isin value="US719245AD47"/>
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        <balance>2808000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2630742.19000000</valUSD>
        <pctVal>0.451713131880</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
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          <annualizedRt>8.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HESKA CORP</name>
        <lei>529900O1OR2EB7L0HY27</lei>
        <title>Heska Corp.</title>
        <cusip>42805EAA6</cusip>
        <identifiers>
          <isin value="US42805EAA64"/>
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        <balance>2854000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3972072.95000000</valUSD>
        <pctVal>0.682027117336</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Heska Corp</name>
              <title>Heska Corp</title>
              <curCd>USD</curCd>
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                <cusip value="42805E306"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.54340000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>LIVE NATION ENTERTAINMEN</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
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          <isin value="US538034AT63"/>
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        <balance>975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>989137.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Live Nation Entertainment Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="9.44690000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>MOLINA HEALTHCARE INC</name>
        <lei>549300NQQCEQ46YHZ591</lei>
        <title>Molina Healthcare, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>4062212.90000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CARLSON TRAVEL INC</name>
        <lei>5493002YB4LSO97BF704</lei>
        <title>Carlson Travel, Inc.</title>
        <cusip>14282LAC7</cusip>
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          <isin value="US14282LAC72"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2607579.00000000</valUSD>
        <pctVal>0.447735882745</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DELL INC</name>
        <lei>3E70L4WYANTIWWIPHC81</lei>
        <title>Dell, Inc.</title>
        <cusip>24702RAQ4</cusip>
        <identifiers>
          <isin value="US24702RAQ48"/>
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        <balance>3675000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3763751.25000000</valUSD>
        <pctVal>0.646257117560</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Humana Inc</name>
        <lei>529900YLDW34GJAO4J06</lei>
        <title>Humana, Inc.</title>
        <cusip>444859102</cusip>
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          <isin value="US4448591028"/>
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        <balance>15000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5043600.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>FORTIVE CORPORATION</name>
        <lei>549300MU9YQJYHDQEF63</lei>
        <title>Fortive Corp.</title>
        <cusip>34959J207</cusip>
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          <isin value="US34959J2078"/>
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        <balance>2411.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2319757.87000000</valUSD>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRIDENT TPI HOLDINGS INC</name>
        <lei>549300TPLK304J3RNC85</lei>
        <title>Trident TPI Holdings, Inc.</title>
        <cusip>89616RAB5</cusip>
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          <isin value="US89616RAB50"/>
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        <balance>3598000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3662458.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-01</maturityDt>
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          <annualizedRt>9.25000000</annualizedRt>
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      <invstOrSec>
        <name>SAFRAN SA</name>
        <lei>969500UIC89GT3UL7L24</lei>
        <title>Safran S.A.</title>
        <cusip>AT1553573</cusip>
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          <isin value="FR0013344033"/>
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        <balance>9700.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <name>Safran SA</name>
              <title>Safran SA</title>
              <curCd>EUR</curCd>
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                <isin value="FR0000073272"/>
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          <currencyInfos>
            <currencyInfo convRatio="1.00100000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>QVC INC</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC, Inc.</title>
        <cusip>747262AY9</cusip>
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          <isin value="US747262AY90"/>
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        <balance>997000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1007648.06000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SOUTHERN CO</name>
        <lei>549300FC3G3YU2FBZD92</lei>
        <title>Southern Co.</title>
        <cusip>842587602</cusip>
        <identifiers>
          <isin value="US8425876021"/>
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        <balance>24892.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1413616.68000000</valUSD>
        <pctVal>0.242725881778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
        <cusip>82967NAY4</cusip>
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        <balance>2689000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2729853.98000000</valUSD>
        <pctVal>0.468731179956</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Akka Technolgoies</name>
        <lei>N/A</lei>
        <title>Akka Technolgoies</title>
        <cusip>N/A</cusip>
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        <balance>1200000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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              <title>Akka Technologies</title>
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        <name>BIOMARIN PHARMACEUTICAL</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical, Inc.</title>
        <cusip>09061GAF8</cusip>
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        <balance>3307000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3539511.83000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>BioMarin Pharmaceutical Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="10.62130000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HELIX ENERGY SOLUTIONS</name>
        <lei>416AP2JOUTCWEGSOZW41</lei>
        <title>Helix Energy Solutions Group, Inc.</title>
        <cusip>42330PAJ6</cusip>
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        <balance>632000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>754317.72000000</valUSD>
        <pctVal>0.129520566868</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Helix Energy Solutions Group Inc</name>
              <title>Helix Energy Solutions Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="105.61330000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUNGE LTD</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>Bunge Ltd.</title>
        <cusip>EP0237628</cusip>
        <identifiers>
          <isin value="BMG169622047"/>
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        <balance>36391.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>TAIWAN CEMENT CORP</name>
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            <dbtSecRefInstrument>
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              <title>Taiwan Cement Corp</title>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CLEVELAND-CLIFFS INC</name>
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        <title>Cleveland-Cliffs, Inc.</title>
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          <isin value="US185899AA92"/>
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        <fairValLevel>2</fairValLevel>
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        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.EUR9"/>
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      <invstOrSec>
        <name>PARSLEY ENERGY LLC/FINAN</name>
        <lei>N/A</lei>
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          <isin value="US701885AH87"/>
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        <balance>2158000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2275287.30000000</valUSD>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>ORTHO-CLINICAL INC/SA</name>
        <lei>N/A</lei>
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          <isin value="US22663AAA79"/>
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        <curCd>USD</curCd>
        <valUSD>514352.90000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>Occidental Petroleum Corp</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
        <cusip>674599105</cusip>
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          <isin value="US6745991058"/>
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        <balance>120000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4766400.00000000</valUSD>
        <pctVal>0.818417509696</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver CAD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.CAD1"/>
        </identifiers>
        <balance>-1323528.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32255000"/>
        <valUSD>-234.95000000</valUSD>
        <pctVal>-0.00004034222</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>1323528.00000000</amtCurSold>
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            <amtCurPur>1000468.21000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>-234.95</unrealizedAppr>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCORPIO TANKERS INC</name>
        <lei>549300NVJUH16NXG8K87</lei>
        <title>Scorpio Tankers, Inc.</title>
        <cusip>80918TAB5</cusip>
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          <isin value="US80918TAB52"/>
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        <balance>2695000.00000000</balance>
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        <curCd>USD</curCd>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <title>Scorpio Tankers Inc</title>
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          <delta>XXXX</delta>
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        <name>TABULA RASA HLTHCR INC</name>
        <lei>549300K6KY242XRMEF28</lei>
        <title>Tabula Rasa HealthCare, Inc.</title>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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            <dbtSecRefInstrument>
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              <title>Tabula Rasa HealthCare Inc</title>
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          <currencyInfos>
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      <invstOrSec>
        <name>COUPA SOFTWARE INC</name>
        <lei>549300Q95ICR2GFL2K37</lei>
        <title>Coupa Software, Inc.</title>
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        <balance>1673000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Coupa Software Inc</name>
              <title>Coupa Software Inc</title>
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              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="6.26580000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AC1</cusip>
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          <isin value="US071734AC18"/>
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        <balance>4690000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5026507.50000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
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        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <balance>-835596.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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            <settlementDt>2020-03-13</settlementDt>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>ASCENT RESOURCES/ARU FIN</name>
        <lei>N/A</lei>
        <title>Ascent Resources Utica Holdings LLC / ARU Finance Corp.</title>
        <cusip>04364VAG8</cusip>
        <identifiers>
          <isin value="US04364VAG86"/>
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        <balance>1129000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>804804.83000000</valUSD>
        <pctVal>0.138189485725</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IMMOFINANZ AG</name>
        <lei>5299000DUMZ99SBBX121</lei>
        <title>IMMOFINANZ AG</title>
        <cusip>AM1535427</cusip>
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          <isin value="XS1551932046"/>
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        <pctVal>0.308484018495</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>IMMOFINANZ AG</name>
              <title>IMMOFINANZ AG</title>
              <curCd>EUR</curCd>
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                <isin value="AT0000809058"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4677.88110000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RAPID7 INC</name>
        <lei>549300GNVG5D60KEYN14</lei>
        <title>Rapid7, Inc.</title>
        <cusip>753422AB0</cusip>
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          <isin value="US753422AB01"/>
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        <balance>2777000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4306085.64000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Rapid7 Inc</name>
              <title>Rapid7 Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="753422104"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="24.04600000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NUVASIVE INC</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NuVasive, Inc.</title>
        <cusip>670704AG0</cusip>
        <identifiers>
          <isin value="US670704AG01"/>
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        <balance>1735000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2286473.97000000</valUSD>
        <pctVal>0.392600355092</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NuVasive Inc</name>
              <title>NuVasive Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="670704105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="16.71580000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PALO ALTO NETWORKS</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks, Inc.</title>
        <cusip>697435AD7</cusip>
        <identifiers>
          <isin value="US697435AD78"/>
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        <balance>5983000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6662214.87000000</valUSD>
        <pctVal>1.143939514721</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Palo Alto Networks Inc</name>
              <title>Palo Alto Networks Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="697435105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.75450000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD5"/>
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        <balance>5380000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>248.47000000</valUSD>
        <pctVal>0.000042663687</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>49502.31000000</amtCurSold>
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            <amtCurPur>5380000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>248.47</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>T-MOBILE USA INC</name>
        <lei>549300V2JRLO5DIFGE82</lei>
        <title>T-Mobile USA, Inc.</title>
        <cusip>87264AAR6</cusip>
        <identifiers>
          <isin value="US87264AAR68"/>
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        <balance>1741000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1793217.81000000</valUSD>
        <pctVal>0.307905516617</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DTE ENERGY CO</name>
        <lei>549300IX8SD6XXD71I78</lei>
        <title>DTE Energy Co.</title>
        <cusip>233331842</cusip>
        <identifiers>
          <isin value="US2333318424"/>
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        <balance>38565.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1977227.55000000</valUSD>
        <pctVal>0.339501017030</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND SPORTS GR/DIAMON</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co.</title>
        <cusip>25277LAA4</cusip>
        <identifiers>
          <isin value="US25277LAA44"/>
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        <balance>1999000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1994954.02000000</valUSD>
        <pctVal>0.342544750966</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTERPOINT ENERGY INC</name>
        <lei>21TPXMRRHFKOBHDC8J74</lei>
        <title>CenterPoint Energy, Inc.</title>
        <cusip>15189T503</cusip>
        <identifiers>
          <isin value="US15189T5039"/>
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        <balance>25266.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1214283.96000000</valUSD>
        <pctVal>0.208499340090</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HESS MIDSTREAM OPERATION</name>
        <lei>N/A</lei>
        <title>Hess Midstream Operations, LP</title>
        <cusip>428104AA1</cusip>
        <identifiers>
          <isin value="US428104AA14"/>
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        <balance>3875000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4004735.00000000</valUSD>
        <pctVal>0.687635373802</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NAVIOS MARITIME ACQ CORP</name>
        <lei>N/A</lei>
        <title>Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.</title>
        <cusip>63938MAD8</cusip>
        <identifiers>
          <isin value="US63938MAD83"/>
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        <balance>5058000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4019845.50000000</valUSD>
        <pctVal>0.690229931074</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STEEL DYNAMICS INC</name>
        <lei>549300HGGKEL4FYTTQ83</lei>
        <title>Steel Dynamics, Inc.</title>
        <cusip>858119BD1</cusip>
        <identifiers>
          <isin value="US858119BD11"/>
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        <balance>2563000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2640530.75000000</valUSD>
        <pctVal>0.453393882320</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CYBERARK SOFTWARE LTD</name>
        <lei>529900YEXNDM894PWS93</lei>
        <title>CyberArk Software Ltd.</title>
        <cusip>23248VAA3</cusip>
        <identifiers>
          <isin value="US23248VAA35"/>
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        <balance>1901000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2132759.55000000</valUSD>
        <pctVal>0.366206730381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CyberArk Software Ltd</name>
              <title>CyberArk Software Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="IL0011334468"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.34780000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TALEN ENERGY SUPPLY LLC</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply LLC</title>
        <cusip>87422VAE8</cusip>
        <identifiers>
          <isin value="US87422VAE83"/>
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        <balance>1700000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1511814.08000000</valUSD>
        <pctVal>0.259586923984</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MARRIOTT VACATION WORLDW</name>
        <lei>549300WA6BT5H4F7IO94</lei>
        <title>Marriott Vacations Worldwide Corp.</title>
        <cusip>57164YAB3</cusip>
        <identifiers>
          <isin value="US57164YAB39"/>
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        <balance>2542000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2664148.51000000</valUSD>
        <pctVal>0.457449183663</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Marriott Vacations Worldwide Corp</name>
              <title>Marriott Vacations Worldwide Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="57164Y107"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.78870000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CONTINENTAL RESOURCES</name>
        <lei>XXRTID9RYWOZ0UPIVR53</lei>
        <title>Continental Resources, Inc.</title>
        <cusip>212015AH4</cusip>
        <identifiers>
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        <balance>2598000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2612962.45000000</valUSD>
        <pctVal>0.448660251187</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>GN STORE NORD</name>
        <lei>5493008U3H3W0NKPFL10</lei>
        <title>GN Store Nord A/S</title>
        <cusip>ZS6654660</cusip>
        <identifiers>
          <isin value="XS1965536656"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>810609.69000000</valUSD>
        <pctVal>0.139186212618</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DK</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>GN Store Nord A/S</name>
              <title>GN Store Nord A/S</title>
              <curCd>EUR</curCd>
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                <isin value="DK0010272632"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1576.10660000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      </invstOrSec>
      <invstOrSec>
        <name>INTERCEPT PHARMAS</name>
        <lei>N/A</lei>
        <title>Intercept Pharmaceuticals, Inc.</title>
        <cusip>45845PAB4</cusip>
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          <isin value="US45845PAB40"/>
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        <balance>2500000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2783173.48000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
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            <dbtSecRefInstrument>
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              <title>Intercept Pharmaceuticals Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="9.21230000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>PROOFPOINT INC</name>
        <lei>529900C5FODDK0WSR085</lei>
        <title>Proofpoint, Inc.</title>
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        <balance>3793000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4059632.19000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Proofpoint Inc</name>
              <title>Proofpoint Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="743424103"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.49410000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017AF1</cusip>
        <identifiers>
          <isin value="US595017AF11"/>
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        <balance>7804000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10517091.81000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Microchip Technology Inc</name>
              <title>Microchip Technology Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="595017104"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.42130000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COMMERCIAL METALS CO</name>
        <lei>549300OQS2LO07ZJ7N73</lei>
        <title>Commercial Metals Co.</title>
        <cusip>201723AN3</cusip>
        <identifiers>
          <isin value="US201723AN37"/>
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        <balance>3019000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3184660.08000000</valUSD>
        <pctVal>0.546823928311</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SCGN RR 3.44689% 12/15/20</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="SCGNR1220"/>
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        <balance>-74007085.27000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-74007085.27000000</valUSD>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
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          <isTriParty>N</isTriParty>
          <repurchaseRt>3.44688800</repurchaseRt>
          <maturityDt>2020-12-15</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>115103600.01000000</principalAmt>
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              <collateralVal>115103600.01000000</collateralVal>
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              <invstCatConditional desc="Corporate Debt Securities and Equities" invstCat="Other instrument"/>
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        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LUCKIN COFFEE INC</name>
        <lei>549300FO16ASCVSMYI15</lei>
        <title>Luckin Coffee, Inc.</title>
        <cusip>54951LAB5</cusip>
        <identifiers>
          <isin value="US54951LAB53"/>
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        <balance>4962000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4342950.76000000</valUSD>
        <pctVal>0.745708909393</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Luckin Coffee Inc</name>
              <title>Luckin Coffee Inc</title>
              <curCd>USD</curCd>
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                <cusip value="54951L109"/>
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          <currencyInfos>
            <currencyInfo convRatio="18.31500000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SIX FLAGS ENTERTAINMENT</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>Six Flags Entertainment Corp.</title>
        <cusip>83001AAC6</cusip>
        <identifiers>
          <isin value="US83001AAC62"/>
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        <balance>3997000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4144889.00000000</valUSD>
        <pctVal>0.711700598638</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SBA COMMUNICATIONS CORP</name>
        <lei>5299001HX8ZN8Y8QIT49</lei>
        <title>SBA Communications Corp.</title>
        <cusip>78410GAB0</cusip>
        <identifiers>
          <isin value="US78410GAB05"/>
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        <balance>3697000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3770914.12000000</valUSD>
        <pctVal>0.647487022358</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MAGELLAN HEALTH SRVCS</name>
        <lei>N/A</lei>
        <title>Magellan Health, Inc.</title>
        <cusip>559079AK4</cusip>
        <identifiers>
          <isin value="US559079AK49"/>
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        <balance>3556000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3713050.74000000</valUSD>
        <pctVal>0.637551556732</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-22</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANLLIAN CAPITAL LTD</name>
        <lei>529900WNC73E6N8L3G81</lei>
        <title>ANLLIAN Capital Ltd.</title>
        <cusip>ZP4808231</cusip>
        <identifiers>
          <isin value="XS2089160506"/>
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        <balance>1500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>1642219.77000000</valUSD>
        <pctVal>0.281978309528</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-05</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ANTA Sports Products Ltd</name>
              <title>ANTA Sports Products Ltd</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="KYG040111059"/>
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          <currencyInfos>
            <currencyInfo convRatio="8212.95590000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALMIRALL SA</name>
        <lei>95980020140005007996</lei>
        <title>Almirall S.A.</title>
        <cusip>AW0164334</cusip>
        <identifiers>
          <isin value="XS1919894813"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>884330.79000000</valUSD>
        <pctVal>0.151844537365</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>ES</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-12-14</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Almirall SA</name>
              <title>Almirall SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="ES0157097017"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5501.27630000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CARREFOUR SA</name>
        <lei>549300B8P6MUJ1YWTS08</lei>
        <title>Carrefour S.A.</title>
        <cusip>AR8730285</cusip>
        <identifiers>
          <isin value="FR0013326204"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775024.00000000</valUSD>
        <pctVal>0.133075950829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-27</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Carrefour SA</name>
              <title>Carrefour SA</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="FR0000120172"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8083.60850000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GULFPORT ENERGY CORP</name>
        <lei>549300FJX18IDUFPHD40</lei>
        <title>Gulfport Energy Corp.</title>
        <cusip>402635AH9</cusip>
        <identifiers>
          <isin value="US402635AH93"/>
        </identifiers>
        <balance>2438000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1349920.60000000</valUSD>
        <pctVal>0.231788908975</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHARTER COMM OPT LLC/CAP</name>
        <lei>N/A</lei>
        <title>Charter Communications Operating LLC / Charter Communications Operating Capital</title>
        <cusip>161175AX2</cusip>
        <identifiers>
          <isin value="US161175AX26"/>
        </identifiers>
        <balance>3900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3923314.01000000</valUSD>
        <pctVal>0.673654934924</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-07-23</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.57900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AIRBUS SE</name>
        <lei>MINO79WLOO247M1IL051</lei>
        <title>Airbus SE</title>
        <cusip>LW4068224</cusip>
        <identifiers>
          <isin value="XS1434160971"/>
        </identifiers>
        <balance>1700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>1961935.54000000</valUSD>
        <pctVal>0.336875293477</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dassault Aviation SA</name>
              <title>Dassault Aviation SA</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000121725"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="76.77230000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HORIZON PHARMA INV LTD</name>
        <lei>N/A</lei>
        <title>Horizon Pharma Investment Ltd.</title>
        <cusip>44052TAB7</cusip>
        <identifiers>
          <isin value="US44052TAB70"/>
        </identifiers>
        <balance>1557000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1991013.75000000</valUSD>
        <pctVal>0.341868184593</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Horizon Pharma Plc</name>
              <title>Horizon Pharma Plc</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="IE00BQPVQZ61"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="34.89790000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LUMENTUM HOLDINGS INC</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings, Inc.</title>
        <cusip>55024UAB5</cusip>
        <identifiers>
          <isin value="US55024UAB52"/>
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        <balance>454000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>643473.89000000</valUSD>
        <pctVal>0.110488061977</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lumentum Holdings Inc</name>
              <title>Lumentum Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="55024U109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="16.49650000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTL FLAVOR &amp; FRAGRANCES</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>International Flavors &amp; Fragrances, Inc.</title>
        <cusip>459506309</cusip>
        <identifiers>
          <isin value="US4595063094"/>
        </identifiers>
        <balance>131774.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6418711.54000000</valUSD>
        <pctVal>1.102128632516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMKOR TECHNOLOGY INC</name>
        <lei>529900VHLRTKPWZJBM84</lei>
        <title>Amkor Technology, Inc.</title>
        <cusip>031652BK5</cusip>
        <identifiers>
          <isin value="US031652BK50"/>
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        <balance>6249000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6799536.90000000</valUSD>
        <pctVal>1.167518474485</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
        <cusip>82967NBA5</cusip>
        <identifiers>
          <isin value="US82967NBA54"/>
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        <balance>297000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>312399.45000000</valUSD>
        <pctVal>0.053640730928</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp.</title>
        <cusip>88033GDA5</cusip>
        <identifiers>
          <isin value="US88033GDA58"/>
        </identifiers>
        <balance>2620000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2760825.00000000</valUSD>
        <pctVal>0.474049077124</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BP Capital Markets PLC</name>
        <lei>N/A</lei>
        <title>BP Capital Markets plc</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1410519976"/>
        </identifiers>
        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="GBP" exchangeRt="0.75861000"/>
        <valUSD>1524511.94000000</valUSD>
        <pctVal>0.261767217488</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-28</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BP PLC</name>
              <title>BP PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB0007980591"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="23445.00970000" curCd="GBP"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>LAREDO PETROLEUM INC</name>
        <lei>549300X0PTWU2QSLSL14</lei>
        <title>Laredo Petroleum, Inc.</title>
        <cusip>516806AF3</cusip>
        <identifiers>
          <isin value="US516806AF38"/>
        </identifiers>
        <balance>1981000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1805186.25000000</valUSD>
        <pctVal>0.309960564632</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Suzuki Motor Corp</name>
        <lei>N/A</lei>
        <title>Suzuki Motor Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1374502919"/>
        </identifiers>
        <balance>70000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>813772.60000000</valUSD>
        <pctVal>0.139729301936</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Suzuki Motor Corp</name>
              <title>Suzuki Motor Corp</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3397200001"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2443.13600000" curCd="JPY"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN GREETINGS CORP</name>
        <lei>549300WMJOT8C9DNMF90</lei>
        <title>American Greetings Corp.</title>
        <cusip>026375AR6</cusip>
        <identifiers>
          <isin value="US026375AR68"/>
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        <balance>0.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>0.00000000</valUSD>
        <pctVal>0.000000</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSG SYSTEMS INTERNATIONA</name>
        <lei>549300D7FJZUOHHXUA81</lei>
        <title>CSG Systems International, Inc.</title>
        <cusip>126349AF6</cusip>
        <identifiers>
          <isin value="US126349AF63"/>
        </identifiers>
        <balance>999000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1133542.32000000</valUSD>
        <pctVal>0.194635549402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>CSG Systems International Inc</name>
              <title>CSG Systems International Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="126349109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.58430000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZHONGSHENG GROUP</name>
        <lei>3003005VYMEBAJNJ2Y26</lei>
        <title>Zhongsheng Group Holdings Ltd.</title>
        <cusip>AS5046576</cusip>
        <identifiers>
          <isin value="XS1819550663"/>
        </identifiers>
        <balance>17000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76490000"/>
        <valUSD>2545810.66000000</valUSD>
        <pctVal>0.437129913669</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-23</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zhongsheng Group Holdings Ltd</name>
              <title>Zhongsheng Group Holdings Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="KYG9894K1085"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="33318.67310000" curCd="HKD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PetSmart Inc</name>
        <lei>N/A</lei>
        <title>PetSmart, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL2264788 1000"/>
        </identifiers>
        <balance>3868020.42000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3864655.24000000</valUSD>
        <pctVal>0.663582896390</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-11</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>5.67000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NORTONLIFELOCK INC</name>
        <lei>YF6ZV0M6AU4FY94MK914</lei>
        <title>NortonLifeLock, Inc.</title>
        <cusip>871503AU2</cusip>
        <identifiers>
          <isin value="US871503AU26"/>
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        <balance>3775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3856101.91000000</valUSD>
        <pctVal>0.662114241842</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JOYY INC</name>
        <lei>549300N6CHVU5CQZPW24</lei>
        <title>JOYY, Inc.</title>
        <cusip>98426TAC0</cusip>
        <identifiers>
          <isin value="US98426TAC09"/>
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        <balance>3249000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3090611.25000000</valUSD>
        <pctVal>0.530675218753</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>YY Inc</name>
              <title>YY Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98426T106"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.42710000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Intrawest Resorts Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Intrawest Resorts Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BL3211135 1000"/>
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        <balance>1787440.20000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1798236.34000000</valUSD>
        <pctVal>0.308767226256</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2034-07-31</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>4.54900000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRUCK HERO INC</name>
        <lei>54930007KT5CX7XNSD31</lei>
        <title>Truck Hero, Inc.</title>
        <cusip>897787AA5</cusip>
        <identifiers>
          <isin value="US897787AA55"/>
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        <balance>3174000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3298309.71000000</valUSD>
        <pctVal>0.566338204738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>CommScope, Inc.</title>
        <cusip>20338QAA1</cusip>
        <identifiers>
          <isin value="US20338QAA13"/>
        </identifiers>
        <balance>4014000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4131810.90000000</valUSD>
        <pctVal>0.709455015801</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INTERCEPT PHARMAS</name>
        <lei>N/A</lei>
        <title>Intercept Pharmaceuticals, Inc.</title>
        <cusip>45845PAA6</cusip>
        <identifiers>
          <isin value="US45845PAA66"/>
        </identifiers>
        <balance>1048000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1006242.46000000</valUSD>
        <pctVal>0.172777452220</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Intercept Pharmaceuticals Inc</name>
              <title>Intercept Pharmaceuticals Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45845P108"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.03580000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SM ENERGY CO</name>
        <lei>84BUTVXV5ODI6BXNMH43</lei>
        <title>SM Energy Co.</title>
        <cusip>78454LAN0</cusip>
        <identifiers>
          <isin value="US78454LAN01"/>
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        <balance>2356000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2146086.29000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SCGEN RR FLOAT 175 DY ROL</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SCGNR0618"/>
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        <balance>-54003919.88000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-54003919.88000000</valUSD>
        <pctVal>-9.27277476125</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <repurchaseAgrmt>
          <transCat>Reverse repurchase</transCat>
          <notClearedCentCparty isCleared="N">
            <counterpartyInfos>
              <counterpartyInfo lei="O2RNE8IBXP4R0TD8PU41" name="SOCIETE GENERALE"/>
            </counterpartyInfos>
          </notClearedCentCparty>
          <isTriParty>N</isTriParty>
          <repurchaseRt>2.61325100</repurchaseRt>
          <maturityDt>2020-05-14</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>83992480.11000000</principalAmt>
              <principalCd>USD</principalCd>
              <collateralVal>83992480.11000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="Corporate Debt Securities and Equities" invstCat="Other instrument"/>
            </repurchaseCollateral>
          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COMPASS MINERALS INTERNA</name>
        <lei>2549008X9G8XP7YJGC47</lei>
        <title>Compass Minerals International, Inc.</title>
        <cusip>20451NAG6</cusip>
        <identifiers>
          <isin value="US20451NAG60"/>
        </identifiers>
        <balance>1312000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1407618.56000000</valUSD>
        <pctVal>0.241695971063</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KERING</name>
        <lei>549300VGEJKB7SVUZR78</lei>
        <title>Kering S.A.</title>
        <cusip>ZR7963682</cusip>
        <identifiers>
          <isin value="FR0013450483"/>
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        <balance>400000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>482915.99000000</valUSD>
        <pctVal>0.082919373516</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-30</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Puma SE</name>
              <title>Puma SE</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE0006969603"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1084.95170000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec EUR / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.EUR.USD3"/>
        </identifiers>
        <balance>600000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>-3164.94000000</valUSD>
        <pctVal>-0.00054343788</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>669814.80000000</amtCurSold>
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            <amtCurPur>600000.00000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>-3164.94</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>QIAGEN NV</name>
        <lei>54930036WK3GMCN17Z57</lei>
        <title>QIAGEN N.V.</title>
        <cusip>AP0453526</cusip>
        <identifiers>
          <isin value="XS1682511818"/>
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        <balance>1600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1707728.00000000</valUSD>
        <pctVal>0.293226438611</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-13</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>QIAGEN NV</name>
              <title>QIAGEN NV</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="NL0012169213"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4829.72790000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CHURCHILL DOWNS INC</name>
        <lei>529900FODTBQC8MIS994</lei>
        <title>Churchill Downs, Inc.</title>
        <cusip>171484AE8</cusip>
        <identifiers>
          <isin value="US171484AE81"/>
        </identifiers>
        <balance>3011000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3106900.35000000</valUSD>
        <pctVal>0.533472148229</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY2"/>
        </identifiers>
        <balance>-102784800.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>-5111.52000000</valUSD>
        <pctVal>-0.00087767654</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <lei>549300IPGK4BWL134U96</lei>
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          <delta>XXXX</delta>
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        <name>Adidas AG</name>
        <lei>N/A</lei>
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            <dbtSecRefInstrument>
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        <name>NOKIA OYJ</name>
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        <name>BROADCOM INC</name>
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      <invstOrSec>
        <name>GENESIS ENERGY LP/FIN</name>
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      <invstOrSec>
        <name>HLF FIN SARL LLC/HERBALI</name>
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          <isin value="US40390DAA37"/>
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        <curCd>USD</curCd>
        <valUSD>5218750.00000000</valUSD>
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          <maturityDt>2026-08-15</maturityDt>
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          <annualizedRt>7.25000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SPLUNK INC</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>Splunk, Inc.</title>
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          <isin value="US848637AC82"/>
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        <balance>5744000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>7029421.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Splunk Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="6.74330000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>WORKIVA INC</name>
        <lei>529900RTOQ8GRWHY1O58</lei>
        <title>Workiva, Inc.</title>
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        <balance>4721000.00000000</balance>
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          <maturityDt>2026-08-15</maturityDt>
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            <dbtSecRefInstrument>
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        <name>TOP GLOVE LABUAN LTD</name>
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        <title>Top Glove Labuan Ltd.</title>
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        <name>DANAHER CORP</name>
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        <title>Danaher Corp.</title>
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        <name>WESTERN DIGITAL CORP</name>
        <lei>549300QQXOOYEF89IC56</lei>
        <title>Western Digital Corp.</title>
        <cusip>958102AM7</cusip>
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          <couponKind>Fixed</couponKind>
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        <name>SQUARE INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Square, Inc.</title>
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        <balance>3933000.00000000</balance>
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        <name>LAND O'LAKES INC</name>
        <lei>4ONCJWH5BBCYSJIJYX61</lei>
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        <name>CROWN CASTLE INTL CORP</name>
        <lei>54930012H97VSM0I2R19</lei>
        <title>Crown Castle International Corp.</title>
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      <invstOrSec>
        <name>NIELSEN FINANCE LLC/CO</name>
        <lei>N/A</lei>
        <title>Nielsen Finance LLC / Nielsen Finance Co.</title>
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        <balance>3596000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>FLEXION THERAPEUTICS INC</name>
        <lei>549300X8HYW1HZKCDG90</lei>
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      <invstOrSec>
        <name>TWITTER INC</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc.</title>
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          <isin value="US90184LAF94"/>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Twitter Inc</title>
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            <currencyInfo convRatio="17.50010000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>KBR INC</name>
        <lei>254900OFQDXZRKRCV808</lei>
        <title>KBR, Inc.</title>
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          <isin value="US48242WAA45"/>
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        <balance>3464000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.50000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>KBR Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="39.19610000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRANSOCEAN INC</name>
        <lei>DOL4HJ22ADYSIWES4H94</lei>
        <title>Transocean, Inc.</title>
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          <isin value="US893830BJ77"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Transocean Ltd</name>
              <title>Transocean Ltd</title>
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                <isin value="CH0048265513"/>
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          <currencyInfos>
            <currencyInfo convRatio="97.29760000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HERBALIFE LTD</name>
        <lei>549300BA7TYPBSZZIA41</lei>
        <title>Herbalife Nutrition Ltd.</title>
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          <isin value="US42703MAD56"/>
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        <balance>7031000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2024-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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          <currencyInfos>
            <currencyInfo convRatio="16.03520000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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      <invstOrSec>
        <name>PARSLEY ENERGY LLC/FINAN</name>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>OCADO GROUP PLC</name>
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        <name>DANA FINANCING LUX SARL</name>
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        <title>Dana Financing Luxembourg Sarl</title>
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        <name>Morgan Stanley</name>
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        <securityLending>
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      <invstOrSec>
        <name>TALLGRASS NRG PRTNR/FIN</name>
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        <title>Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.</title>
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          <couponKind>Fixed</couponKind>
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        <name>SBI HOLDINGS INC</name>
        <lei>353800L6LMHYIPSMRQ17</lei>
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        <cusip>AU2695180</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-13</maturityDt>
          <couponKind>None</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>SBI Holdings Inc/Japan</name>
              <title>SBI Holdings Inc/Japan</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CHEGG INC</name>
        <lei>549300AKX7O8JG0O3G77</lei>
        <title>Chegg, Inc.</title>
        <cusip>163092AC3</cusip>
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          <isin value="US163092AC35"/>
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        <balance>2670000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2857431.33000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Chegg Inc</name>
              <title>Chegg Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="163092109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="19.39560000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PRA GROUP INC</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRA Group, Inc.</title>
        <cusip>69354NAB2</cusip>
        <identifiers>
          <isin value="US69354NAB29"/>
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        <balance>1960000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2017650.83000000</valUSD>
        <pctVal>0.346441920049</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>PRA Group Inc</name>
              <title>PRA Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="69354N106"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="21.62750000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MONGODB INC</name>
        <lei>549300TPTG69WKWE1Z37</lei>
        <title>MongoDB, Inc.</title>
        <cusip>60937PAC0</cusip>
        <identifiers>
          <isin value="US60937PAC05"/>
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        <balance>1794000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1942995.88000000</valUSD>
        <pctVal>0.333623248040</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>MongoDB Inc</name>
              <title>MongoDB Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="60937P106"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.73490000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR8"/>
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        <balance>-316000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>2646.47000000</valUSD>
        <pctVal>0.000454413684</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurPur>353748.73000000</amtCurPur>
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            <unrealizedAppr>2646.47</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PBF LOGISTICS LP/FINANCE</name>
        <lei>N/A</lei>
        <title>PBF Logistics Limited Partnership / PBF Logistics Finance Corp.</title>
        <cusip>69318UAB1</cusip>
        <identifiers>
          <isin value="US69318UAB17"/>
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        <balance>1565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1611934.35000000</valUSD>
        <pctVal>0.276778133711</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ARDONAGH MIDCO THREE PLC</name>
        <lei>549300C8F38DVT8CAO43</lei>
        <title>Ardonagh Midco 3 plc</title>
        <cusip>48250PAA8</cusip>
        <identifiers>
          <isin value="US48250PAA84"/>
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        <balance>2836000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2919477.66000000</valUSD>
        <pctVal>0.501290625233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WORKDAY INC</name>
        <lei>549300J0DYC0N31V7G13</lei>
        <title>Workday, Inc.</title>
        <cusip>98138HAF8</cusip>
        <identifiers>
          <isin value="US98138HAF82"/>
        </identifiers>
        <balance>3021000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4157161.40000000</valUSD>
        <pctVal>0.713807838283</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Workday Inc</name>
              <title>Workday Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98138H101"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.79820000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BOOKING HOLDINGS INC</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>741503AS5</cusip>
        <identifiers>
          <isin value="US741503AS58"/>
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        <balance>944000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1314703.02000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.35000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Booking Holdings Inc</name>
              <title>Booking Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09857L108"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.76040000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SILICON LABORATORIES INC</name>
        <lei>4PRDF8Q9TDHRVZKZSZ47</lei>
        <title>Silicon Laboratories, Inc.</title>
        <cusip>826919AB8</cusip>
        <identifiers>
          <isin value="US826919AB88"/>
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        <balance>1061000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1279831.25000000</valUSD>
        <pctVal>0.219754175993</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Silicon Laboratories Inc</name>
              <title>Silicon Laboratories Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="826919102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.77440000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BANK OF AMERICA CORP</name>
        <lei>9DJT3UXIJIZJI4WXO774</lei>
        <title>Bank of America Corp.</title>
        <cusip>060505682</cusip>
        <identifiers>
          <isin value="US0605056821"/>
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        <balance>4000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6290800.00000000</valUSD>
        <pctVal>1.080165506461</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MERITOR INC</name>
        <lei>5LTG829X630QFHTFBO82</lei>
        <title>Meritor, Inc.</title>
        <cusip>59001KAF7</cusip>
        <identifiers>
          <isin value="US59001KAF75"/>
        </identifiers>
        <balance>905000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>940634.38000000</valUSD>
        <pctVal>0.161512178334</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2037-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Meritor Inc</name>
              <title>Meritor Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="59001K100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.04740000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH NETWORK CORP</name>
        <lei>529900U350CWHH15G169</lei>
        <title>DISH Network Corp.</title>
        <cusip>25470MAB5</cusip>
        <identifiers>
          <isin value="US25470MAB54"/>
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        <balance>4946000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4813318.51000000</valUSD>
        <pctVal>0.826473679995</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DISH Network Corp</name>
              <title>DISH Network Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="25470M109"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.34290000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TRONOX FINANCE PLC</name>
        <lei>N/A</lei>
        <title>Tronox Finance plc</title>
        <cusip>89705PAA3</cusip>
        <identifiers>
          <isin value="US89705PAA30"/>
        </identifiers>
        <balance>1983000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1963992.95000000</valUSD>
        <pctVal>0.337228562269</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MESA LABORATORIES INC</name>
        <lei>549300ZCG738WLX8ZW79</lei>
        <title>Mesa Laboratories, Inc.</title>
        <cusip>59064RAA7</cusip>
        <identifiers>
          <isin value="US59064RAA77"/>
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        <balance>744000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>844384.51000000</valUSD>
        <pctVal>0.144985537911</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>8X8 INC</name>
        <lei>254900XWSOC5U1BRW939</lei>
        <title>8x8, Inc.</title>
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        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-02-01</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>8x8 Inc</name>
              <title>8x8 Inc</title>
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                <cusip value="282914100"/>
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          <currencyInfos>
            <currencyInfo convRatio="38.94840000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CAPITOL INV MERGER SUB 2</name>
        <lei>N/A</lei>
        <title>Capitol Investment Merger Sub 2 LLC</title>
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      <invstOrSec>
        <name>VIAVI SOLUTIONS INC</name>
        <lei>5493006K3E3N1QOBF092</lei>
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          <isin value="US925550AB17"/>
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        <balance>2625000.00000000</balance>
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          <maturityDt>2024-03-01</maturityDt>
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            <dbtSecRefInstrument>
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              <title>Viavi Solutions Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="75.62290000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ALTICE LUXEMBOURG SA</name>
        <lei>2221006ZDZREFLFIFQ42</lei>
        <title>Altice Luxembourg S.A.</title>
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          <isin value="US02156DAA72"/>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHANGE HEALTHCARE INC</name>
        <lei>549300GS1BPJEDOZHM07</lei>
        <title>Change Healthcare, Inc.</title>
        <cusip>15912K209</cusip>
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          <isin value="US15912K2096"/>
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        <balance>34329.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1969111.44000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLACKSTONE MORTGAGE TR</name>
        <lei>549300OLDJ20R2Y2UW20</lei>
        <title>Blackstone Mortgage Trust, Inc.</title>
        <cusip>09257WAC4</cusip>
        <identifiers>
          <isin value="US09257WAC47"/>
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        <balance>1263000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1363755.66000000</valUSD>
        <pctVal>0.234164466073</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Blackstone Mortgage Trust Inc</name>
              <title>Blackstone Mortgage Trust Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09257W100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="27.60520000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SERVICENOW INC</name>
        <lei>549300HJTQM36M0E1G39</lei>
        <title>ServiceNow, Inc.</title>
        <cusip>81762PAC6</cusip>
        <identifiers>
          <isin value="US81762PAC68"/>
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        <balance>512000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1282240.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-06-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>ServiceNow Inc</name>
              <title>ServiceNow Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="81762P102"/>
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          <currencyInfos>
            <currencyInfo convRatio="7.42100000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
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        <balance>-238150000.00000000</balance>
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        <pctVal>0.000305890069</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PBF HOLDING CO LLC</name>
        <lei>N/A</lei>
        <title>PBF Holding Company LLC / PBF Finance Corp.</title>
        <cusip>69318FAG3</cusip>
        <identifiers>
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        <balance>3857000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4104484.41000000</valUSD>
        <pctVal>0.704762904796</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENCOMPASS HEALTH CORP</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>Encompass Health Corp.</title>
        <cusip>421924BK6</cusip>
        <identifiers>
          <isin value="US421924BK63"/>
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        <balance>1170000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1186748.55000000</valUSD>
        <pctVal>0.203771356354</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Q2 HOLDINGS INC</name>
        <lei>549300M9RKR9DZXWS696</lei>
        <title>Q2 Holdings, Inc.</title>
        <cusip>74736LAC3</cusip>
        <identifiers>
          <isin value="US74736LAC37"/>
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        <balance>2468000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2972309.57000000</valUSD>
        <pctVal>0.510362159350</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Q2 Holdings Inc</name>
              <title>Q2 Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="11.28510000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AA9</cusip>
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          <isin value="US013822AA98"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4210360.00000000</valUSD>
        <pctVal>0.722942335122</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Chevron Corp</name>
        <lei>N/A</lei>
        <title>Chevron Corp.</title>
        <cusip>166764100</cusip>
        <identifiers>
          <isin value="US1667641005"/>
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        <balance>45000.00000000</balance>
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        <pctVal>0.827844146420</pctVal>
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        <assetCat>EC</assetCat>
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        <invCountry>US</invCountry>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>Carnival Corp</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp.</title>
        <cusip>143658300</cusip>
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          <isin value="PA1436583006"/>
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        <balance>105000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4570650.00000000</valUSD>
        <pctVal>0.784806141048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DIAMOND SPORTS GR/DIAMON</name>
        <lei>N/A</lei>
        <title>Diamond Sports Group LLC / Diamond Sports Finance Co.</title>
        <cusip>25277LAC0</cusip>
        <identifiers>
          <isin value="US25277LAC00"/>
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        <balance>1976000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1851215.60000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CREDIT ACCEPTANC</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Corp.</title>
        <cusip>225310AK7</cusip>
        <identifiers>
          <isin value="US225310AK79"/>
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        <balance>655000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>669737.50000000</valUSD>
        <pctVal>0.114997670548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ETSY INC</name>
        <lei>54930089Q7XT501AEA40</lei>
        <title>Etsy, Inc.</title>
        <cusip>29786AAC0</cusip>
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          <isin value="US29786AAC09"/>
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        <balance>1164000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1742963.73000000</valUSD>
        <pctVal>0.299276610313</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Etsy Inc</name>
              <title>Etsy Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="29786A106"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="27.56910000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CN YANGTZE PWR INTL BVI1</name>
        <lei>N/A</lei>
        <title>China Yangtze Power International BVI 1 Ltd.</title>
        <cusip>AL0896855</cusip>
        <identifiers>
          <isin value="XS1513299005"/>
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        <balance>1975000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2034523.04000000</valUSD>
        <pctVal>0.349338972771</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>China Construction Bank Corp</name>
              <title>China Construction Bank Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="CNE1000002H1"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1142.90570000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>IQIYI INC</name>
        <lei>222100XL8T2Q5B8MS302</lei>
        <title>iQIYI, Inc.</title>
        <cusip>46267XAC2</cusip>
        <identifiers>
          <isin value="US46267XAC20"/>
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        <balance>1984000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2020704.00000000</valUSD>
        <pctVal>0.346966166396</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>iQIYI Inc</name>
              <title>iQIYI Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="46267X108"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="33.00030000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AIR TRANSPORT SERVICES G</name>
        <lei>5493000F3MSFGIXTQE27</lei>
        <title>Air Transport Services Group, Inc.</title>
        <cusip>00922RAB1</cusip>
        <identifiers>
          <isin value="US00922RAB15"/>
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        <balance>818000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>780499.67000000</valUSD>
        <pctVal>0.134016153961</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Air Transport Services Group Inc</name>
              <title>Air Transport Services Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="00922R105"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="31.34750000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TRI POINTE GROUP INC</name>
        <lei>N/A</lei>
        <title>TRI Pointe Group, Inc.</title>
        <cusip>87265HAE9</cusip>
        <identifiers>
          <isin value="US87265HAE99"/>
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        <balance>2484000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2565723.60000000</valUSD>
        <pctVal>0.440549076720</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RAG-Stiftung Corp.</name>
        <lei>N/A</lei>
        <title>RAG-Stiftung Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BGRZ9F7"/>
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        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>786104.06000000</valUSD>
        <pctVal>0.134978459035</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-10-02</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Evonik Industries AG</name>
              <title>Evonik Industries AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000EVNK013"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2610.11420000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NUANCE COMMUNICATIONS</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc.</title>
        <cusip>67020YAN0</cusip>
        <identifiers>
          <isin value="US67020YAN04"/>
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        <balance>1171000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1355218.07000000</valUSD>
        <pctVal>0.232698514171</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Nuance Communications Inc</name>
              <title>Nuance Communications Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="67020Y100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="50.79570000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
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      <invstOrSec>
        <name>DEUTSCHE WOHNEN SE</name>
        <lei>529900QE24Q67I3FWZ10</lei>
        <title>Deutsche Wohnen SE</title>
        <cusip>AM6111372</cusip>
        <identifiers>
          <isin value="DE000A2BPB84"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>2128349.54000000</valUSD>
        <pctVal>0.365449507026</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-26</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.32500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Deutsche Wohnen SE</name>
              <title>Deutsche Wohnen SE</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000A0HN5C6"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2105.88830000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MURPHY OIL CORP</name>
        <lei>QBKYQD0ODE7DC7PDIN91</lei>
        <title>Murphy Oil Corp.</title>
        <cusip>626717AH5</cusip>
        <identifiers>
          <isin value="US626717AH56"/>
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        <balance>2688000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2811204.48000000</valUSD>
        <pctVal>0.482699515309</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>EURONET WORLDWIDE INC</name>
        <lei>YG3575C4DSHJPA5KET68</lei>
        <title>Euronet Worldwide, Inc.</title>
        <cusip>298736AJ8</cusip>
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          <isin value="US298736AJ83"/>
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        <balance>2020000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2416617.99000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Euronet Worldwide Inc</name>
              <title>Euronet Worldwide Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="298736109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.29870000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ERICSSON LM</name>
        <lei>549300W9JLPW15XIFM52</lei>
        <title>Telefonaktiebolaget LM Ericsson</title>
        <cusip>294829AA4</cusip>
        <identifiers>
          <isin value="US294829AA48"/>
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        <balance>3281000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3407198.74000000</valUSD>
        <pctVal>0.585035059548</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>SE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IONIS PHARMACEUTICALS IN</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>Ionis Pharmaceuticals, Inc.</title>
        <cusip>462222AA8</cusip>
        <identifiers>
          <isin value="US462222AA85"/>
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        <balance>3605000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3617018.36000000</valUSD>
        <pctVal>0.621062260556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ionis Pharmaceuticals Inc</name>
              <title>Ionis Pharmaceuticals Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="462222100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.00750000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver HKD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.HKD2"/>
        </identifiers>
        <balance>-34500000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.76490000"/>
        <valUSD>-28420.05000000</valUSD>
        <pctVal>-0.00487988136</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>34500000.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>4411621.41000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
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      <invstOrSec>
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        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
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      <invstOrSec>
        <name>STAPLES INC</name>
        <lei>XQM2JINI1UL7642TU573</lei>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>ASCENT RESOURCES/ARU FIN</name>
        <lei>N/A</lei>
        <title>Ascent Resources Utica Holdings LLC / ARU Finance Corp.</title>
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          <isin value="US04364VAA17"/>
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        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
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          <isin value="US404121AD78"/>
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          <maturityDt>2022-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>MDC PARTNERS INC</name>
        <lei>529900SR4J92B5C43M74</lei>
        <title>MDC Partners, Inc.</title>
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          <isin value="US552697AQ73"/>
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        <balance>3285000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2981137.50000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>

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          <maturityDt>2024-05-01</maturityDt>
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      <invstOrSec>
        <name>ENCOMPASS HEALTH CORP</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>Encompass Health Corp.</title>
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          <isin value="US421924BT72"/>
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        <balance>3782000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-09-15</maturityDt>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SPRINT CORP</name>
        <lei>549300ZTTY7CXOLJ6539</lei>
        <title>Sprint Corp.</title>
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          <isin value="US85207UAF21"/>
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        <balance>5463000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
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      <invstOrSec>
        <name>SIRIUS XM RADIO INC</name>
        <lei>WP5O65E6BMU84LNO4227</lei>
        <title>Sirius XM Radio, Inc.</title>
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          <isin value="US82967NAU28"/>
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        <balance>5000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5167175.00000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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        <name>VERINT SYSTEMS INC</name>
        <lei>549300KEQJS5FRVUCO94</lei>
        <title>Verint Systems, Inc.</title>
        <cusip>92343XAA8</cusip>
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        <balance>682000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>748687.69000000</valUSD>
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        <invCountry>US</invCountry>
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          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <title>Verint Systems Inc</title>
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        <name>ALTERYX INC</name>
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        <title>Alteryx, Inc.</title>
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              <title>Alteryx Inc</title>
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        <name>YAOKO CO</name>
        <lei>353800Y2SZOLTECIV233</lei>
        <title>Yaoko Company Ltd.</title>
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        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-20</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Yaoko Co Ltd</title>
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        <name>POSEIDON FINANCE 1 LTD</name>
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        <title>Poseidon Finance 1 Ltd.</title>
        <cusip>AQ9233497</cusip>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

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        <name>HUGHES SATELLITE SYSTEMS</name>
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        <name>CONSTELLATION BRANDS INC</name>
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        <title>Constellation Brands, Inc.</title>
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        <name>MICHAELS STORES INC</name>
        <lei>BV4WJ23XIGNG4UDYEK73</lei>
        <title>Michaels Stores, Inc.</title>
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        <invCountry>US</invCountry>
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      <invstOrSec>
        <name>CALUMET SPECIALTY PROD</name>
        <lei>N/A</lei>
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        <balance>3882000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4299353.82000000</valUSD>
        <pctVal>0.738223071221</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>11.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZILLOW GROUP INC</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group, Inc.</title>
        <cusip>98954MAD3</cusip>
        <identifiers>
          <isin value="US98954MAD39"/>
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        <balance>2692000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3324620.00000000</valUSD>
        <pctVal>0.570855828526</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zillow Group Inc</name>
              <title>Zillow Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98954M200"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="22.98300000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FMG RESOURCES AUG 2006</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG Resources August 2006 Pty Ltd.</title>
        <cusip>30251GAU1</cusip>
        <identifiers>
          <isin value="US30251GAU13"/>
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        <balance>2756000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2838431.96000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LEG Immobilien AG</name>
        <lei>N/A</lei>
        <title>LEG Immobilien AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BF168L8"/>
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        <balance>600000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>789366.60000000</valUSD>
        <pctVal>0.135538655381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LEG Immobilien AG</name>
              <title>LEG Immobilien AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000LEG1110"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="846.67120000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>INDIGO NATURAL RES LLC</name>
        <lei>549300F7DOI6H6TA3C86</lei>
        <title>Indigo Natural Resources LLC</title>
        <cusip>45569LAA9</cusip>
        <identifiers>
          <isin value="US45569LAA98"/>
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        <balance>4714000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4325212.85000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TESLA INC</name>
        <lei>54930043XZGB27CTOV49</lei>
        <title>Tesla, Inc.</title>
        <cusip>88160RAC5</cusip>
        <identifiers>
          <isin value="US88160RAC51"/>
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        <balance>909000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1672998.27000000</valUSD>
        <pctVal>0.287263149937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Tesla Inc</name>
              <title>Tesla Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="88160R101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.77880000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>TEMPUR SEALY INTL INC</name>
        <lei>549300HFEKVR3US71V91</lei>
        <title>Tempur Sealy International, Inc.</title>
        <cusip>88023UAD3</cusip>
        <identifiers>
          <isin value="US88023UAD37"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2063330.00000000</valUSD>
        <pctVal>0.354285288746</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>GCI LIBERTY INC</name>
        <lei>N/A</lei>
        <title>GCI Liberty, Inc.</title>
        <cusip>36164VAA5</cusip>
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          <isin value="US36164VAA52"/>
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        <balance>1434000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2082496.82000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2046-09-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Charter Communications Inc</name>
              <title>Charter Communications Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="16119P108"/>
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          <currencyInfos>
            <currencyInfo convRatio="2.69890000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LOUISIANA-PACIFIC CORP</name>
        <lei>549300C7E2UAO5BVRR75</lei>
        <title>Louisiana-Pacific Corp.</title>
        <cusip>546347AK1</cusip>
        <identifiers>
          <isin value="US546347AK18"/>
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        <balance>3779000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3908109.54000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTENE CORP</name>
        <lei>549300Z7JJ4TQSQGT333</lei>
        <title>Centene Corp.</title>
        <cusip>15135BAD3</cusip>
        <identifiers>
          <isin value="US15135BAD38"/>
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        <balance>3430000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3496259.03000000</valUSD>
        <pctVal>0.600327208917</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GMO PMT GTW INC</name>
        <lei>353800Q6U21E2PM83F86</lei>
        <title>GMO Payment Gateway, Inc.</title>
        <cusip>AS8895276</cusip>
        <identifiers>
          <isin value="XS1828118403"/>
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        <balance>70000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>770642.10000000</valUSD>
        <pctVal>0.132323554118</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-19</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>GMO Payment Gateway Inc</name>
              <title>GMO Payment Gateway Inc</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3385890003"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1325.82040000" curCd="JPY"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DOCUSIGN INC</name>
        <lei>549300Q7PVDWRZ39JG09</lei>
        <title>DocuSign, Inc.</title>
        <cusip>256163AB2</cusip>
        <identifiers>
          <isin value="US256163AB24"/>
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        <balance>1250000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1611627.94000000</valUSD>
        <pctVal>0.276725521402</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>DocuSign Inc</name>
              <title>DocuSign Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.98600000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>STMICROELECTRONICS NV</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMicroelectronics N.V.</title>
        <cusip>AO0824653</cusip>
        <identifiers>
          <isin value="XS1638065414"/>
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        <balance>2600000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3817892.00000000</valUSD>
        <pctVal>0.655553386818</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-03</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>STMicroelectronics NV</name>
              <title>STMicroelectronics NV</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="NL0000226223"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9737.09840000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ZENDESK INC</name>
        <lei>549300SLI6BN94BKKO36</lei>
        <title>Zendesk, Inc.</title>
        <cusip>98936JAB7</cusip>
        <identifiers>
          <isin value="US98936JAB70"/>
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        <balance>764000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1138691.19000000</valUSD>
        <pctVal>0.195519639147</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zendesk Inc</name>
              <title>Zendesk Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98936J101"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.85540000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OSISKO GOLD ROYALTIES</name>
        <lei>549300TJZTXZMPQ6K004</lei>
        <title>Osisko Gold Royalties Ltd.</title>
        <cusip>68827LAA9</cusip>
        <identifiers>
          <isin value="CA68827LAA94"/>
        </identifiers>
        <balance>1300000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="CAD" exchangeRt="1.32255000"/>
        <valUSD>991550.41000000</valUSD>
        <pctVal>0.170254745151</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Osisko Gold Royalties Ltd</name>
              <title>Osisko Gold Royalties Ltd</title>
              <curCd>CAD</curCd>
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                <cusip value="68827L101"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="43.68720000" curCd="CAD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PHP FINANCE JERSEY</name>
        <lei>213800I2GB983TI96X81</lei>
        <title>PHP Finance Jersey NO 2 Ltd.</title>
        <cusip>AZ2078477</cusip>
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          <isin value="XS2016141637"/>
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        <balance>585000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-07-15</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Primary Health Properties PLC</name>
              <title>Primary Health Properties PLC</title>
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                <isin value="GB00BYRJ5J14"/>
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            <currencyInfo convRatio="669.38880000" curCd="GBP"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CIT GROUP INC</name>
        <lei>N8O96ZZJQRFYQUJY7K79</lei>
        <title>CIT Group, Inc.</title>
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          <isin value="US125581GQ55"/>
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        <balance>2920000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3109779.56000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746U133</cusip>
        <identifiers>
          <isin value="US25746U1337"/>
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        <balance>16619.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1825264.77000000</valUSD>
        <pctVal>0.313408158694</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ILLUMINA INC</name>
        <lei>SQ95QG8SR5Q56LSNF682</lei>
        <title>Illumina, Inc.</title>
        <cusip>452327AH2</cusip>
        <identifiers>
          <isin value="US452327AH26"/>
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        <balance>2341000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2923323.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Illumina Inc</name>
              <title>Illumina Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="452327109"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.93180000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>PLAINS ALL AMERICAN PIPE</name>
        <lei>5521FA2ITF25TVH63740</lei>
        <title>Plains All American Pipeline, LP</title>
        <cusip>726503AE5</cusip>
        <identifiers>
          <isin value="US726503AE55"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2784135.00000000</valUSD>
        <pctVal>0.478051534356</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>6.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>Vinci S.A.</title>
        <cusip>AM4657558</cusip>
        <identifiers>
          <isin value="FR0013237856"/>
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        <balance>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1478022.00000000</valUSD>
        <pctVal>0.253784635053</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-02-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Vinci SA</name>
              <title>Vinci SA</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="FR0000125486"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2268.68810000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WHITING PETROLEUM CORP</name>
        <lei>52990028CHK9KUB1B293</lei>
        <title>Whiting Petroleum Corp.</title>
        <cusip>966387AL6</cusip>
        <identifiers>
          <isin value="US966387AL67"/>
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        <balance>1380000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1371402.21000000</valUSD>
        <pctVal>0.235477421429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Whiting Petroleum Corp</name>
              <title>Whiting Petroleum Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="966387409"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.41030000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>DISH DBS CORP</name>
        <lei>N/A</lei>
        <title>DISH DBS Corp.</title>
        <cusip>25470XAE5</cusip>
        <identifiers>
          <isin value="US25470XAE58"/>
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        <balance>2015000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2116898.55000000</valUSD>
        <pctVal>0.363483308067</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver JPY</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.JPY3"/>
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        <balance>-26265350.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>-3248.65000000</valUSD>
        <pctVal>-0.00055781135</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>26265350.00000000</amtCurSold>
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            <amtCurPur>239636.42000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>-3248.65</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>TOTAL SA</name>
        <lei>529900S21EQ1BO4ESM68</lei>
        <title>TOTAL S.A.</title>
        <cusip>QJ9373870</cusip>
        <identifiers>
          <isin value="XS1327914062"/>
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        <balance>1800000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1831896.00000000</valUSD>
        <pctVal>0.314546777933</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-12-02</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>TOTAL SA</name>
              <title>TOTAL SA</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="FR0000120271"/>
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          <currencyInfos>
            <currencyInfo convRatio="3395.81640000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>DISH DBS CORP</name>
        <lei>N/A</lei>
        <title>DISH DBS Corp.</title>
        <cusip>25470XAQ8</cusip>
        <identifiers>
          <isin value="US25470XAQ88"/>
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        <balance>1716000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1723824.96000000</valUSD>
        <pctVal>0.295990376576</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2020-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd.</title>
        <cusip>335934AR6</cusip>
        <identifiers>
          <isin value="US335934AR67"/>
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        <balance>3924000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3793919.40000000</valUSD>
        <pctVal>0.651437157464</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NATIONAL CINEMEDIA LLC</name>
        <lei>7LJEQIVQVLNGS4X6T547</lei>
        <title>National CineMedia LLC</title>
        <cusip>63530QAJ8</cusip>
        <identifiers>
          <isin value="US63530QAJ85"/>
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        <balance>659000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>690073.50000000</valUSD>
        <pctVal>0.118489475364</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENVESTNET INC</name>
        <lei>549300HLWZ5OKIDM8737</lei>
        <title>Envestnet, Inc.</title>
        <cusip>29404KAB2</cusip>
        <identifiers>
          <isin value="US29404KAB26"/>
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        <balance>1288000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1663268.64000000</valUSD>
        <pctVal>0.285592518106</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Envestnet Inc</name>
              <title>Envestnet Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="29404K106"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.63810000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
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        <lei>N/A</lei>
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        <valUSD>773164.00000000</valUSD>
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        <isRestrictedSec>N</isRestrictedSec>
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          <couponKind>Fixed</couponKind>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pretium Resources Inc</name>
              <title>Pretium Resources Inc</title>
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                <cusip value="74139C102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="62.50000000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
        <cusip>629377CG5</cusip>
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          <isin value="US629377CG50"/>
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        <balance>1788000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1968151.52000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2048-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>NRG Energy Inc</name>
              <title>NRG Energy Inc</title>
              <curCd>USD</curCd>
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                <cusip value="629377508"/>
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          <currencyInfos>
            <currencyInfo convRatio="20.94790000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>COLFAX CORP</name>
        <lei>635400OP2DYYYMOIYL17</lei>
        <title>Colfax Corp.</title>
        <cusip>194014205</cusip>
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          <isin value="US1940142052"/>
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        <balance>5343.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>811868.85000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
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      <invstOrSec>
        <name>MEREDITH CORP</name>
        <lei>549300YC8BC386CCTS24</lei>
        <title>Meredith Corp.</title>
        <cusip>589433AB7</cusip>
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          <isin value="US589433AB71"/>
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        <balance>2601000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2684108.45000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>Harvest International Co</name>
        <lei>N/A</lei>
        <title>Harvest International Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1716796641"/>
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        <balance>16000000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.76490000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-21</maturityDt>
          <couponKind>None</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Haier Electronics Group Co Ltd</name>
              <title>Haier Electronics Group Co Ltd</title>
              <curCd>HKD</curCd>
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                <isin value="BMG423131256"/>
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          <currencyInfos>
            <currencyInfo convRatio="30303.03030000" curCd="HKD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR1"/>
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        <balance>-2004276.00000000</balance>
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        <pctVal>0.001292920748</pctVal>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
              <counterpartyLei>HPFHU0OQ28E4N0NFVK49</counterpartyLei>
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            <amtCurSold>2004276.00000000</amtCurSold>
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            <amtCurPur>2234447.06000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>7529.87</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>EXACT SCIENCES CORP</name>
        <lei>549300VM3X1FYD4N9Z14</lei>
        <title>Exact Sciences Corp.</title>
        <cusip>30063PAB1</cusip>
        <identifiers>
          <isin value="US30063PAB13"/>
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        <balance>8627000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9748510.00000000</valUSD>
        <pctVal>1.673873631556</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Exact Sciences Corp</name>
              <title>Exact Sciences Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="30063P105"/>
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          <currencyInfos>
            <currencyInfo convRatio="8.95540000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver EUR</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.EUR7"/>
        </identifiers>
        <balance>-496000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
        <valUSD>3182.78000000</valUSD>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurPur>554280.00000000</amtCurPur>
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            <settlementDt>2020-03-13</settlementDt>
            <unrealizedAppr>3182.78</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ORPEA</name>
        <lei>969500LHIH3NT7PK1V89</lei>
        <title>Orpea</title>
        <cusip>ZS6392717</cusip>
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          <isin value="FR0013418795"/>
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        <balance>9164.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Orpea</name>
              <title>Orpea</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000184798"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="EUR"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>IH MERGER SUB LLC</name>
        <lei>N/A</lei>
        <title>IH Merger Sub LLC</title>
        <cusip>19625XAB8</cusip>
        <identifiers>
          <isin value="US19625XAB82"/>
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        <balance>625000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>878034.56000000</valUSD>
        <pctVal>0.150763439497</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Invitation Homes Inc</name>
              <title>Invitation Homes Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="46187W107"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="43.76940000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OKTA INC</name>
        <lei>549300N8J06I8MRHU620</lei>
        <title>Okta, Inc.</title>
        <cusip>679295AC9</cusip>
        <identifiers>
          <isin value="US679295AC92"/>
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        <balance>2609000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2647482.75000000</valUSD>
        <pctVal>0.454587579561</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Okta Inc</name>
              <title>Okta Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="679295105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.29910000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LENOVO GROUP LTD</name>
        <lei>254900VUZRGD5U73RE46</lei>
        <title>Lenovo Group Ltd.</title>
        <cusip>AW7146607</cusip>
        <identifiers>
          <isin value="XS1937306121"/>
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        <balance>1550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1668749.64000000</valUSD>
        <pctVal>0.286533636429</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>HK</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-24</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lenovo Group Ltd</name>
              <title>Lenovo Group Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="HK0992009065"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1029.19950000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SCOTTS MIRACLE-GRO CO</name>
        <lei>2TH9E0JTOUXOEGI2R879</lei>
        <title>Scotts Miracle-Gro Co.</title>
        <cusip>810186AP1</cusip>
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          <isin value="US810186AP17"/>
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        <balance>1716000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1832426.31000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>FMG RESOURCES AUG 2006</name>
        <lei>549300EFD6S2NFE9D745</lei>
        <title>FMG Resources August 2006 Pty Ltd.</title>
        <cusip>30251GAY3</cusip>
        <identifiers>
          <isin value="US30251GAY35"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2099980.00000000</valUSD>
        <pctVal>0.360578298508</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
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      <invstOrSec>
        <name>SPRINT COMMUNICATIONS</name>
        <lei>549300JKU50UT08ZWD77</lei>
        <title>Sprint Communications, Inc.</title>
        <cusip>85208EAB6</cusip>
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          <isin value="US85208EAB65"/>
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        <balance>2917500.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2860973.44000000</valUSD>
        <pctVal>0.491245123798</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>LON</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-02-03</maturityDt>
          <couponKind>Floating</couponKind>
          <annualizedRt>4.16190000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD6"/>
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        <balance>11000000.00000000</balance>
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        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurSold>100323.59000000</amtCurSold>
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      <invstOrSec>
        <name>VISHAY INTERTECHNOLOGY</name>
        <lei>5493009O8F3QQJTCQR75</lei>
        <title>Vishay Intertechnology, Inc.</title>
        <cusip>928298AP3</cusip>
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          <isin value="US928298AP38"/>
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        <balance>1119000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Vishay Intertechnology Inc</name>
              <title>Vishay Intertechnology Inc</title>
              <curCd>USD</curCd>
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                <cusip value="928298108"/>
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          <currencyInfos>
            <currencyInfo convRatio="31.80830000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MUELLER WATER PRODUCTS</name>
        <lei>549300F7ZU4P1F8V8L60</lei>
        <title>Mueller Water Products, Inc.</title>
        <cusip>624758AE8</cusip>
        <identifiers>
          <isin value="US624758AE88"/>
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        <balance>1899000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1994609.90000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BFMMKQ</name>
        <lei>N/A</lei>
        <title>Asia Cement Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BFMMKQ4"/>
        </identifiers>
        <balance>1627000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1955962.14000000</valUSD>
        <pctVal>0.335849627324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-21</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Asia Cement Corp</name>
              <title>Asia Cement Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="TW0001102002"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="729.02460000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SAREPTA THERAPEUTICS INC</name>
        <lei>549300IKDPIED8J8IG21</lei>
        <title>Sarepta Therapeutics, Inc.</title>
        <cusip>803607AB6</cusip>
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          <isin value="US803607AB68"/>
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        <balance>775000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1388800.00000000</valUSD>
        <pctVal>0.238464719173</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sarepta Therapeutics Inc</name>
              <title>Sarepta Therapeutics Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="803607100"/>
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            <currencyInfo convRatio="13.62100000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>PLURALSIGHT INC</name>
        <lei>254900B3VHPCKNREOX50</lei>
        <title>Pluralsight, Inc.</title>
        <cusip>72941BAA4</cusip>
        <identifiers>
          <isin value="US72941BAA44"/>
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        <balance>908000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>820205.73000000</valUSD>
        <pctVal>0.140833906299</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pluralsight Inc</name>
              <title>Pluralsight Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="72941B106"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.80230000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AVANTOR INC</name>
        <lei>5493003VM0XB4U8YD238</lei>
        <title>Avantor, Inc.</title>
        <cusip>05352A209</cusip>
        <identifiers>
          <isin value="US05352A2096"/>
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        <balance>25305.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1613446.80000000</valUSD>
        <pctVal>0.277037829826</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ENERGIZER HOLDINGS INC</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc.</title>
        <cusip>29272WAA7</cusip>
        <identifiers>
          <isin value="US29272WAA71"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3200700.00000000</valUSD>
        <pctVal>0.549578072189</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>FIVE9 INC</name>
        <lei>254900MXP6EWY0SFFR59</lei>
        <title>Five9, Inc.</title>
        <cusip>338307AB7</cusip>
        <identifiers>
          <isin value="US338307AB76"/>
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        <balance>585000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1064997.87000000</valUSD>
        <pctVal>0.182866084381</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
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              <title>Five9 Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="24.49780000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
        <cusip>197677AG2</cusip>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.69000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TORAY INDUSTRIES INC</name>
        <lei>35380099TCYR5FHT0A11</lei>
        <title>Toray Industries, Inc.</title>
        <cusip>EK2931401</cusip>
        <identifiers>
          <isin value="XS1069939392"/>
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        <balance>370000000.00000000</balance>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-08-31</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Toray Industries Inc</name>
              <title>Toray Industries Inc</title>
              <curCd>JPY</curCd>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CHART INDUSTRIES INC</name>
        <lei>EM7QGKC1GYOF3LSZSL80</lei>
        <title>Chart Industries, Inc.</title>
        <cusip>16115QAD2</cusip>
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          <isin value="US16115QAD25"/>
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        <balance>1225000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1551921.88000000</valUSD>
        <pctVal>0.266473657324</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Chart Industries Inc</name>
              <title>Chart Industries Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="17.02850000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>J SAINSBURY PLC</name>
        <lei>213800VGZAAJIKJ9Y484</lei>
        <title>J Sainsbury plc</title>
        <cusip>UV3436069</cusip>
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          <isin value="XS1268412993"/>
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        <balance>500000.00000000</balance>
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        <valUSD>679437.73000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>GB</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-29</maturityDt>
          <couponKind>Variable</couponKind>
          <annualizedRt>2.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>J Sainsbury PLC</name>
              <title>J Sainsbury PLC</title>
              <curCd>GBP</curCd>
              <identifiers>
                <isin value="GB00B019KW72"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>CREDIT ACCEPTANC</name>
        <lei>N/A</lei>
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          <couponKind>Fixed</couponKind>
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      </invstOrSec>
      <invstOrSec>
        <name>SERVICE CORP INTL</name>
        <lei>549300RKVM2ME20JHZ15</lei>
        <title>Service Corporation International</title>
        <cusip>817565BU7</cusip>
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          <isin value="US817565BU72"/>
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        <balance>159000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>175361.10000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</annualizedRt>
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      </invstOrSec>
      <invstOrSec>
        <name>SPRINGLEAF FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>Springleaf Finance Corp.</title>
        <cusip>85172FAD1</cusip>
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          <isin value="US85172FAD15"/>
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        <balance>3347000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3608367.23000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NEW GOLD INC</name>
        <lei>5493005G0GNCHP0H6L96</lei>
        <title>New Gold, Inc.</title>
        <cusip>644532AA1</cusip>
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          <isin value="US644532AA18"/>
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        <balance>3850000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3630222.75000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.37500000</annualizedRt>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ALTAIR ENGINEERING INC</name>
        <lei>549300FJ89HZ6GU9S994</lei>
        <title>Altair Engineering, Inc.</title>
        <cusip>021369AA1</cusip>
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          <isin value="US021369AA17"/>
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        <balance>953000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>999506.40000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Altair Engineering Inc</name>
              <title>Altair Engineering Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="21.50490000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>BECTON DICKINSON AND CO</name>
        <lei>ICE2EP6D98PQUILVRZ91</lei>
        <title>Becton Dickinson and Co.</title>
        <cusip>075887208</cusip>
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          <isin value="US0758872081"/>
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        <balance>50362.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3301229.10000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Atos SE</name>
        <lei>N/A</lei>
        <title>Atos SE</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BJ02J45"/>
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        <balance>800000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.90236400"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-06</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Worldline SA/France</name>
              <title>Worldline SA/France</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0011981968"/>
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          <currencyInfos>
            <currencyInfo convRatio="1397.6240" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BOOKING HOLDINGS INC</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>741503AX4</cusip>
        <identifiers>
          <isin value="US741503AX44"/>
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        <balance>2187000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2412473.60000000</valUSD>
        <pctVal>0.414235195518</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-09-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.90000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Booking Holdings Inc</name>
              <title>Booking Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09857L108"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.48650000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MASTEC INC</name>
        <lei>549300TMDIT8WREDOF45</lei>
        <title>MasTec, Inc.</title>
        <cusip>576323AN9</cusip>
        <identifiers>
          <isin value="US576323AN93"/>
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        <balance>4715000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4775894.23000000</valUSD>
        <pctVal>0.820047722031</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>TPC GROUP INC</name>
        <lei>549300K276KVW5JD1583</lei>
        <title>TPC Group, Inc.</title>
        <cusip>89236YAB0</cusip>
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          <isin value="US89236YAB02"/>
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        <balance>2016000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2085723.36000000</valUSD>
        <pctVal>0.358130353769</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec JPY / Deliver USD</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.JPY.USD7"/>
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        <balance>32340000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>2827.56000000</valUSD>
        <pctVal>0.000485507849</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
          <fwdDeriv derivCat="FWD">
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TWILIO INC</name>
        <lei>5493004W8TRGD63APX93</lei>
        <title>Twilio, Inc.</title>
        <cusip>90138FAB8</cusip>
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          <isin value="US90138FAB85"/>
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        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1008906.25000000</valUSD>
        <pctVal>0.173234839846</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Twilio Inc</name>
              <title>Twilio Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="14.10400000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>NEXTERA ENERGY INC</name>
        <lei>N/A</lei>
        <title>NextEra Energy, Inc.</title>
        <cusip>65339F796</cusip>
        <identifiers>
          <isin value="US65339F7969"/>
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        <balance>23854.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1303144.02000000</valUSD>
        <pctVal>0.223757108850</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>LAND O LAKES CAP TRST I</name>
        <lei>N/A</lei>
        <title>Land O'Lakes Capital Trust I</title>
        <cusip>514665AA6</cusip>
        <identifiers>
          <isin value="US514665AA61"/>
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        <balance>3750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4218750.00000000</valUSD>
        <pctVal>0.724382944996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.45000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>HUAZHU GROUP LTD</name>
        <lei>549300Y5ML31FVN83730</lei>
        <title>Huazhu Group Ltd.</title>
        <cusip>16949NAC3</cusip>
        <identifiers>
          <isin value="US16949NAC39"/>
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        <balance>5025000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5313937.50000000</valUSD>
        <pctVal>0.912432757517</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>China Lodging Group Ltd</name>
              <title>China Lodging Group Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="16949N109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="22.52150000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Mitsubishi Chemical Holdings Corp</name>
        <lei>N/A</lei>
        <title>Mitsubishi Chemical Holdings Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1580542139"/>
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        <balance>130000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="108.38500000"/>
        <valUSD>1218832.63000000</valUSD>
        <pctVal>0.209280372142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-03-29</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <name>Mitsubishi Chemical Holdings Corp</name>
              <title>Mitsubishi Chemical Holdings Corp</title>
              <curCd>JPY</curCd>
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                <isin value="JP3897700005"/>
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            <currencyInfo convRatio="8036.00130000" curCd="JPY"/>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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        <name>Sika AG</name>
        <lei>N/A</lei>
        <title>Sika A.G.</title>
        <cusip>N/A</cusip>
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          <isin value="CH0413990240"/>
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        <balance>1980000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>CH</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-06-05</maturityDt>
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              <name>Sika AG</name>
              <title>Sika AG</title>
              <curCd>CHF</curCd>
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                <isin value="CH0418792922"/>
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            <currencyInfo convRatio="105.06530000" curCd="CHF"/>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>ENTERPRISE DEVELOP AUTH</name>
        <lei>N/A</lei>
        <title>Enterprise Development Authority</title>
        <cusip>29390WAA4</cusip>
        <identifiers>
          <isin value="US29390WAA45"/>
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        <balance>3432000.00000000</balance>
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        <valUSD>3945375.72000000</valUSD>
        <pctVal>0.677443053788</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-15</maturityDt>
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          <annualizedRt>12.00000000</annualizedRt>
          <isDefault>N</isDefault>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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        <name>SUMMIT MID HLDS LLC / FI</name>
        <lei>N/A</lei>
        <title>Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</title>
        <cusip>86614WAC0</cusip>
        <identifiers>
          <isin value="US86614WAC01"/>
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        <balance>125000.00000000</balance>
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        <valUSD>110273.50000000</valUSD>
        <pctVal>0.018934576043</pctVal>
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        <assetCat>DBT</assetCat>
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          <maturityDt>2022-08-15</maturityDt>
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        <name>VALVOLINE INC</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>Valvoline, Inc.</title>
        <cusip>92047WAC5</cusip>
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          <isin value="US92047WAC55"/>
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          <maturityDt>2024-07-15</maturityDt>
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    <signature>
      <ncom:dateSigned>2020-03-02</ncom:dateSigned>
      <ncom:nameOfApplicant>Advent Convertible and Income Fund</ncom:nameOfApplicant>
      <ncom:signature>Robert White</ncom:signature>
      <ncom:signerName>Robert White</ncom:signerName>
      <ncom:title>Treasurer and CFO</ncom:title>
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  <documents>XXXX</documents>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>gug79338.htm
<DESCRIPTION>ADVENT CONVERTIBLE AND INCOME FUND NQ
<TEXT>
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              <div>Advent Convertible and Income Fund</div>
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              <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <div style="text-align: right;">January 31, 2020</div>
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          <td style="width: 72%; vertical-align: top;">&#160;</td>
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            <div style="text-align: right; font-weight: bold;">Shares</div>
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            <div style="text-align: right; font-weight: bold;">Value</div>
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            <div style="font-weight: bold;">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 8.3%</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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            <div style="font-weight: bold;">Energy - 2.5%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hess Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">90,000</div>
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            <div>$</div>
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            <div style="text-align: right;">5,091,300</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Chevron Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">45,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,821,300</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div>Occidental Petroleum Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">120,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,766,400</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Energy</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">14,679,000</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
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          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Consumer, Cyclical - 1.6%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Carnival Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">120,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">5,223,600</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div>Target Corp.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">40,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,429,600</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Consumer, Cyclical</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">9,653,200</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Industrial - 1.1%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>United Parcel Service, Inc. &#8212; Class&#160;B<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">60,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">6,211,200</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Communications - 0.9%</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>AT&amp;T, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">140,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">5,266,800</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical - 0.9%</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>Humana, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">15,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">5,043,600</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Financial - 0.7%</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>Citigroup, Inc.<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">55,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">4,092,550</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Technology - 0.6%</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>Western Digital Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">50,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">3,275,000</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Common Stocks</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $51,082,476)</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">48,221,350</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 15.9%</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Industrial - 3.8%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Energizer Holdings, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.50% due 01/15/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">97,842</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">9,729,408</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Stanley Black &amp; Decker, Inc.<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td rowspan="1" style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt">5.25% due 11/15/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td rowspan="1" style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">84,510</div>
          </td>
          <td rowspan="1" colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">8,872,705</div>
          </td>
          <td rowspan="1" style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.38% due 05/15/20<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">5,207</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">
              <div>544,392</div>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Fortive Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.00% due 07/1/21<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,411</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,319,758</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Colfax Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">
            <div style="margin-left: 10pt;">5.75% due 01/15/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">
            <div style="text-align: right;">5,343</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">811,869</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Industrial</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">22,278,132</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Financial - 3.6%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Wells Fargo &amp; Co.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.50%<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">6,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">9,304,800</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Bank of America Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.25%</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">6,290,800</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Crown Castle International Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.88% due 08/1/20<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,996</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,656,357</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>QTS Realty Trust, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.50%<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">15,271</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">2,049,826</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Assurant, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.50% due 03/15/21</div>
          </td>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">5,387</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">692,229</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Financial</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">20,994,012</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Technology - 3.2%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Broadcom, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.00% due 09/30/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">14,684</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">16,866,042</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Change Healthcare, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.00% due 06/30/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">34,329</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">1,969,112</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Technology</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">18,835,154</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical - 2.4%</div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Danaher Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.75% due 04/15/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">4,310</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">5,263,113</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Bunge Ltd.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.88%<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">36,391</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">3,759,918</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Shares</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 15.9% (continued)</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical - 2.4% (continued)</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Becton Dickinson and Co.&#160;<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;"></sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><br>
            </div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td rowspan="1" style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt">6.13% due 05/1/20<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td rowspan="1" style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">50,362</div>
          </td>
          <td rowspan="1" colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td rowspan="1" style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>$</div>
          </td>
          <td rowspan="1" style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,301,229</div>
          </td>
          <td rowspan="1" style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Avantor, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 05/15/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">25,305</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,613,447</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Consumer, Non-cyclical</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">13,937,707</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Utilities - 1.8%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>DTE Energy Co.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 11/1/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">38,565</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,977,227</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Dominion Energy, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 06/1/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">16,619</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,825,265</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Southern Co.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.75% due 08/1/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">24,892</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,413,617</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sempra Energy</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.75% due 07/15/21<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">10,450</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,303,167</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>NextEra Energy, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.87% due 09/1/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">23,854</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,303,144</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CenterPoint Energy, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.00% due 09/1/21<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">25,266</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,214,284</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>American Electric Power Company, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% due 03/15/22<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">18,997</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,101,826</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Utilities</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">10,138,530</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Basic Materials - 1.1%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>International Flavors &amp; Fragrances, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;"><br>
            </div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.00% due 09/15/21<sup style="font-family: 'Franklin Gothic Book'; vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">131,774</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">6,418,712</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Convertible Preferred Stocks</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $82,411,415)</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">92,602,247</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">MONEY MARKET FUND<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 6.3%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class 1.48%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">36,559,190</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">36,559,190</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Money Market Fund</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $36,559,190)</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">36,559,190</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Value</div>
          </td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
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            <div><font style="font-weight: bold;">CORPORATE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 65.9%</font></div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;12.9%</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>HCA, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.50% due 02/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,239,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,561,183</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% due 09/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,675,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,104,605</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.69% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,112,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,355,378</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Bausch Health Companies, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 08/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,690,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;5,026,507</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.00% due 03/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,587,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,687,337</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Tenet Healthcare Corp.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.13% due 11/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,620,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,760,825</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.63% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,146,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,204,124</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.88% due 01/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,983,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,058,602</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>HLF Financing Sarl LLC / Herbalife International, Inc.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.25% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;5,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,218,750</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Encompass Health Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.75% due 09/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,782,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,944,305</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,170,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,186,749</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MEDNAX, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 01/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,365,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,457,865</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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    </div>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
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      <div>
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            <tr>
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                <div>Advent Convertible and Income Fund</div>
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              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                <div style="text-align: right;">January 31, 2020</div>
              </td>
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              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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      </div>
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    <div><br>
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    <div><br>
    </div>
    <div></div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Land O&#8217;Lakes Capital Trust I</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.45% due 03/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,750,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,218,750</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>United Rentals North America, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.50% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,793,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,127,163</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Molina Healthcare, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.38% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,830,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,062,213</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Capitol Investment Merger Sub 2 LLC</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.00% due 08/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,597,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,746,869</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Magellan Health, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.90% due 09/22/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,556,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,713,051</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nielsen Finance LLC / Nielsen Finance Co.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.00% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,596,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,606,896</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Centene Corp.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.75% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,430,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,496,259</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Constellation Brands, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.15% due 08/01/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,253,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,394,536</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cardtronics Incorporated / Cardtronics USA Inc</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,569,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,666,404</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Spectrum Brands, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 07/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,758,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,830,500</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Central Garden &amp; Pet Co.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% due 11/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,419,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,465,583</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Ortho-Clinical Diagnostics Incorporated / Ortho-Clinical Diagnostics S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 02/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;667,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;680,427</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.63% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;515,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;514,353</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Service Corporation International</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.00% due 11/15/21</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;159,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;175,361</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Land O&#8217; Lakes, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.00% due 11/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;45,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;47,826</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Consumer, Non-cyclical</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;75,312,421</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;11.7%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Sirius XM Radio, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.38% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;5,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,167,175</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.88% due 08/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,689,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,729,854</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.00% due 08/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;297,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;312,399</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Sprint Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.88% due 09/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;5,463,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,815,227</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 09/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,731,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,818,536</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="5" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Charter Communications Operating LLC / Charter Communications Operating Capital</div>
          </td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.58% due 07/23/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,900,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,923,314</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.46% due 07/23/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,838,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,942,983</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Altice Luxembourg S.A.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">10.50% due 05/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,329,000</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,013,631</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>CommScope, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.25% due 03/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,014,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,131,811</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>NortonLifeLock, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.00% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,775,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,856,102</div>
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    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
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          </td>
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        <tr>
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          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;11.7% (continued)</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Diamond Sports Group LLC / Diamond Sports Finance Co.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.38% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,999,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,994,954</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.63% due 08/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,976,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,851,216</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>DISH DBS Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.75% due 06/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,015,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,116,899</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.13% due 05/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,716,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,723,825</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Hughes Satellite Systems Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.63% due 06/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,282,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,515,416</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CenturyLink, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.45% due 06/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,312,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,483,396</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Telefonaktiebolaget LM Ericsson</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.13% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,281,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,407,199</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MDC Partners, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.50% due 05/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,285,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,981,137</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Meredith Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 02/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,601,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,684,109</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Photo Holdings Merger Sub, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.50% due 10/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,808,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,630,742</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nokia Oyj</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.38% due 06/12/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,361,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,402,301</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cincinnati Bell, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.00% due 10/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,159,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,298,439</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>T-Mobile USA, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.00% due 04/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,741,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,793,218</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>National CineMedia LLC</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.88% due 04/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;659,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;690,074</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Communications</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;68,283,957</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
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            <div style="font-weight: bold;">Energy -&#160;&#160;10.3%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 05/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,431,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,285,963</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.75% due 02/01/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,648,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,663,706</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>PBF Holding Company LLC / PBF Finance Corp.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.25% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,857,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,104,484</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.00% due 02/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;660,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;676,566</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Indigo Natural Resources LLC</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,714,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,325,213</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Calumet Specialty Products Partners Limited Partnership / Calumet Finance Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">11.00% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,882,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,299,354</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Parsley Energy LLC / Parsley Finance Corp.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.63% due 10/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,158,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,275,287</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.38% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,703,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,756,406</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Hess Midstream Operations, LP</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.13% due 06/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,875,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,004,735</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Parkland Fuel Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.88% due 07/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,340,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,545,577</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
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            <div>PDC Energy, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.75% due 05/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,433,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,322,372</div>
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        </tr>

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    </div>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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    <div>
      <div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

              <tr>
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                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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          <div><br>
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    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
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          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Energy -&#160;&#160;10.3% (continued)</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Murphy Oil Corp.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,688,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,811,204</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>Plains All American Pipeline, LP</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% <sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4,5</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,784,135</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Continental Resources, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.00% due 09/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,598,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,612,962</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="5" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,859,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,480,182</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Tallgrass Energy Partners Limited Partnership / Tallgrass Energy Finance Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% due 01/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,369,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,374,502</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Summit Midstream Holdings LLC / Summit Midstream Finance Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 04/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,768,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,137,131</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 08/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;125,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;110,274</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Ascent Resources Utica Holdings LLC / ARU Finance Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">10.00% due 04/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,438,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,412,826</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.00% due 11/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,129,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;804,805</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SM Energy Co.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.75% due 09/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,356,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,146,086</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Oasis Petroleum, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 05/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,757,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,110,897</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Laredo Petroleum, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">9.50% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,981,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,805,186</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>PBF Logistics Limited Partnership / PBF Logistics Finance Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,565,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,611,934</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Gulfport Energy Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.00% due 10/15/24</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,438,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,349,921</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MEG Energy Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.13% due 02/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;333,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;330,606</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Energy</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;60,142,314</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;9.6%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Six Flags Entertainment Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% due 04/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,997,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,144,889</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.88% due 07/31/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,046,670</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Staples, Inc.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">10.75% due 04/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,595,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,642,099</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.50% due 04/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,770,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,816,505</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Wolverine World Wide, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.00% due 09/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,220,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,367,700</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Scientific Games International, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 11/15/29<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,969,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,264,095</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Enterprise Development Authority</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">12.00% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,432,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,945,376</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Dana Financing Luxembourg Sarl</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.50% due 06/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,636,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,864,704</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="5" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Downstream Development Authority of the Quapaw Tribe of Oklahoma</div>
          </td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.50% due 02/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,546,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,698,177</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Churchill Downs, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.75% due 01/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,011,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,106,900</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 04/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;428,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;452,332</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Truck Hero, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.50% due 04/21/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,174,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,298,310</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Carlson Travel, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">9.50% due 12/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,600,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,607,579</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>TRI Pointe Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.88% due 07/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,484,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,565,724</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Goodyear Tire &amp; Rubber Co.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.75% due 08/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,130,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,205,375</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Michaels Stores, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.00% due 07/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,397,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,146,753</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Tempur Sealy International, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,063,330</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Scotts Miracle-Gro Co.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.25% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,716,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,832,426</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Delphi Technologies plc</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.00% due 10/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,421,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,577,310</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Wynn Macau Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 10/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,383,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,410,629</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>QVC, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.75% due 02/15/27</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;997,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,007,648</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>William Carter Co.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.63% due 03/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;703,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;750,226</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Consumer, Cyclical</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;55,814,757</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Basic Materials -&#160;&#160;7.1%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Alcoa Nederland Holding BV</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.75% due 09/30/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,210,360</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.13% due 05/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,495,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,689,322</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Commercial Metals Co.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 04/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,019,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,184,660</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.88% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,151,245</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>FMG Resources August 2006 Pty Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.75% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,756,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,838,432</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.13% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,099,980</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>First Quantum Minerals Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.88% due 03/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,924,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,793,919</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.50% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;789,668</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>New Gold, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.38% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,850,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,630,223</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Valvoline, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">5.50% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,406,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,500,231</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.38% due 08/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,027,915</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Steel Dynamics, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% due 10/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,563,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,640,531</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Freeport-McMoRan, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.55% due 03/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,293,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,322,878</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>TPC Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.50% due 08/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,016,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,085,723</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Tronox Finance plc</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.75% due 10/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,983,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,963,993</div>
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        </tr>

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    </div>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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    <div>
      <div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

              <tr>
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                  <div>Advent Convertible and Income Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                  <div style="text-align: right;">January 31, 2020</div>
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              <tr>
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                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              </tr>

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          </div>
        </div>
      </div>
    </div>
    <div><br>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Basic Materials -&#160;&#160;7.1% (continued)</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Compass Minerals International, Inc.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="margin-left: 10pt;">6.75% due 12/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,312,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; text-align: right; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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            <div style="text-align: right;">1,407,619</div>
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        <tr>
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            <div style="font-weight: bold;">Total Basic Materials</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;41,336,699</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
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            <div style="font-weight: bold;">Financial -&#160;&#160;6.4%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Credit Acceptance Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.63% due 03/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,952,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,267,656</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">7.38% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;655,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;669,738</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>GMAC, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">8.00% due 11/01/31</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,306,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,651,046</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Navient Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">6.63% due 07/26/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,397,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,587,572</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.00% due 03/25/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,008,715</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SBA Communications Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.00% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,697,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,770,914</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Springleaf Finance Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.75% due 10/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,347,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,608,367</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Fidelity &amp; Guaranty Life Holdings, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,168,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,381,808</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CIT Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.00% due 08/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,920,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,109,779</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Ardonagh Midco 3 plc</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.63% due 07/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,836,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,919,478</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AG Merger Sub II, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.75% due 08/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,510,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,667,747</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CoreCivic, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.63% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,665,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,658,338</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AG Issuer LLC</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.25% due 03/01/28</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;690,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;690,000</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Financial</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;36,991,158</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Technology -&#160;&#160;3.9%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Amkor Technology, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.63% due 09/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;6,249,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,799,537</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Seagate HDD Cayman</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.25% due 03/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,058,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,204,459</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Western Digital Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.75% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,906,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,176,979</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Infor US, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.50% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,037,120</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Dell, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.63% due 04/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,675,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,763,751</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Technology</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;22,981,846</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Industrial -&#160;&#160;3.7%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MasTec, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.88% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,715,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,775,894</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="4" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">8.13% due 11/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;5,058,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,019,845</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Louisiana-Pacific Corp.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.88% due 09/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,779,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,908,110</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Trident TPI Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">9.25% due 08/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,598,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,662,458</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Energizer Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">6.38% due 07/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,200,700</div>
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    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
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          </td>
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        <tr>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Industrial -&#160;&#160;3.7% (continued)</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Mueller Water Products, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.50% due 06/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,899,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; text-align: right; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,994,610</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Industrial</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;21,561,617</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Utilities -&#160;&#160;0.3%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Talen Energy Supply LLC</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">10.50% due 01/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,700,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,511,814</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Corporate Bonds</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $376,238,774)</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">383,936,583</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
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            <div><font style="font-weight: bold;">CONVERTIBLE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 65.5%</font></div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Technology -&#160;&#160;17.6%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Microchip Technology, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.63% due 02/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;7,804,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;10,517,092</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Splunk, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 09/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;5,744,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;7,029,421</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nuance Communications, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.00% due 12/15/35<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;5,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;5,192,983</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.25% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,171,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,355,218</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Akamai Technologies, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.13% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,059,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,697,801</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.38% due 09/01/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,321,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,355,894</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>STMicroelectronics N.V.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 07/03/24</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,600,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,817,892</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 07/03/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;600,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;836,364</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Synaptics, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.50% due 06/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,494,331</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>ON Semiconductor Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.63% due 10/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,315,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,433,324</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Workiva, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.13% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,721,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,420,379</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Rapid7, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.25% due 08/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,777,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,306,086</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Workday, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.25% due 10/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,021,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,157,161</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Talend S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.75% due 09/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">EUR &#160;3,180,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,482,886</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Pure Storage, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.13% due 04/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,328,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,358,133</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Alteryx, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.00% due 08/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,665,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,874,611</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Lumentum Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.50% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,799,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,907,187</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 03/15/24</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;454,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;643,474</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Everbridge, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.13% due 12/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,167,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,314,539</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CyberArk Software Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,901,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,132,759</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Coupa Software, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.13% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,673,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,105,889</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>New Relic, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,080,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,039,891</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MongoDB, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 01/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,794,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,942,996</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Zynga, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,848,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,894,501</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Tabula Rasa HealthCare, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.75% due 02/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,564,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,736,029</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Lenovo Group Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.38% due 01/24/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,550,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,668,750</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>

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    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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    <div>
      <div>
        <div>
          <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

              <tr>
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                  <div>Advent Convertible and Income Fund</div>
                </td>
                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
              </tr>
              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                  <div style="text-align: right;">January 31, 2020</div>
                </td>
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              <tr>
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        </div>
      </div>
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    <div><br>
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    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
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            <div><font style="font-weight: bold;">CONVERTIBLE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 65.5% (continued)</font></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Technology -&#160;&#160;17.6% (continued)</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Envestnet, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.75% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,288,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,663,269</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>DocuSign, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 09/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,250,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,611,628</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>LivePerson, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.75% due 03/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,216,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,552,179</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Insight Enterprises, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.75% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,337,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,521,019</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>ServiceNow, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 06/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;512,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,282,240</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Silicon Laboratories, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.38% due 03/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,061,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,279,831</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>CSG Systems International, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.25% due 03/15/36<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;999,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,133,542</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Five9, Inc.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.13% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;585,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,064,998</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Atos SE</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 11/06/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;800,000</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,055,077</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Twilio, Inc.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;550,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,008,906</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Altair Engineering, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;953,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;999,506</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Innolux Corp.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 01/22/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;997,080</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Teradyne, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.25% due 12/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;414,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;883,358</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Pluralsight, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.38% due 03/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;908,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;820,206</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Verint Systems, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 06/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;682,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;748,688</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Semiconductor Manufacturing International Corp.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 07/07/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;250,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;383,080</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Technology</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;102,720,198</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;14.0%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Exact Sciences Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.38% due 03/15/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;8,627,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;9,748,510</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Herbalife Nutrition Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.63% due 03/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;7,031,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,775,137</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Jazz Investments I Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;6,046,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,045,762</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Square, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 05/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,933,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,762,259</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Heska Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.75% due 09/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,854,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,972,073</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>Intercept Pharmaceuticals, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 05/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,500,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,783,174</div>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">3.25% due 07/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,048,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,006,242</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Ionis Pharmaceuticals, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.13% due 12/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,605,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,617,018</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>BioMarin Pharmaceutical, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.50% due 10/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,307,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,539,512</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Illumina, Inc.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.50% due 06/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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            <div style="text-align: right;">&#160;&#160;2,341,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,923,324</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 08/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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            <div style="text-align: right;">&#160;&#160;563,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;593,965</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Insulet Corp.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.38% due 09/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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            <div style="text-align: right;">&#160;&#160;2,711,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,052,917</div>
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    </table>
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    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
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          </td>
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        <tr>
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        <tr>
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        <tr>
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            <div>Chegg, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.13% due 03/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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            <div style="text-align: right;">2,670,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,857,431</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>DexCom, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.75% due 12/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,537,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,442,869</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Euronet Worldwide, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.75% due 03/15/49<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,020,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,416,618</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>NuVasive, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.25% due 03/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,735,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,286,474</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Horizon Pharma Investment Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.50% due 03/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,557,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,991,014</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Luckin Coffee, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.75% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,962,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,717,225</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>QIAGEN N.V.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 09/13/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,600,000</div>
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            <div style="text-align: right;">&#160;1,707,728</div>
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          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Orpea</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.38% due 05/17/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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            <div style="text-align: right;">EUR &#160;9,164*</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,677,778</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sarepta Therapeutics, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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            <div style="text-align: right;">&#160;&#160;775,000</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,388,800</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Flexion Therapeutics, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.38% due 05/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,169,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,185,132</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Teladoc Health, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.38% due 05/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;534,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,084,774</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>WuXi AppTec Company Ltd.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 09/17/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;900,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,052,424</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Insmed, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.75% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,059,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,002,186</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Neurocrine Biosciences, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.25% due 05/15/24</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;675,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;979,601</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Ocado Group plc</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.88% due 12/09/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">GBP &#160;700,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;938,030</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Yaoko Company Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 06/20/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;90,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;892,651</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Anthem, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.75% due 10/15/42<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;240,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;886,800</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Almirall S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 12/14/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;884,331</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>CONMED Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.63% due 02/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;680,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;875,500</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GN Store Nord A/S</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 05/21/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;700,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;810,610</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div>Biocartis N.V.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.00% due 05/09/24</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;900,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;775,273</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Carrefour S.A.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 03/27/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;775,024</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GMO Payment Gateway, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 06/19/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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            <div style="text-align: right;">JPY &#160;70,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;770,642</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>J Sainsbury plc</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.88% due 12/29/49<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">5</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">GBP &#160;500,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;679,438</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>China Conch Venture</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 09/05/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">HKD &#160;3,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;431,870</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Top Glove Labuan Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 03/01/24</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;275,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;300,815</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
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            <div style="font-weight: bold;">Total Consumer, Non-cyclical</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;81,630,931</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Communications -&#160;&#160;13.8%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Liberty Media Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.38% due 10/15/23</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;4,138,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;5,586,801</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2.25% due 12/01/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,049,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,645,023</div>
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    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
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        <div>
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              <tr>
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                  <div>Advent Convertible and Income Fund</div>
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                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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              <tr>
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              <tr>
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                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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          </div>
          <div><br>
          </div>
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    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Communications -&#160;&#160;13.8% (continued)</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>JOYY, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.38% due 06/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">4,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">3,812,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.75% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,249,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,090,611</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Palo Alto Networks, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.75% due 07/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;5,983,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;6,662,215</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>DISH Network Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">3.38% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,946,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,813,318</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Twitter, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.25% due 06/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;4,294,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,227,929</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>IAC Financeco 2, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.88% due 06/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,802,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,201,606</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Proofpoint, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.25% due 08/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;3,793,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;4,059,632</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Etsy, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.13% due 10/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,454,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,304,691</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 03/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,164,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,742,964</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Booking Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.90% due 09/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,187,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,412,474</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.35% due 06/15/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;944,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,314,703</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Zillow Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.75% due 09/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,692,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,324,620</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Viavi Solutions, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.00% due 03/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,625,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,261,581</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Snap, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.75% due 08/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,759,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;3,077,856</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Q2 Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.75% due 06/01/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,468,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,972,310</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Okta, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.13% due 09/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,609,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,647,483</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Trip.com Group Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.99% due 07/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,436,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,522,509</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Wayfair, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.00% due 08/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,146,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,962,580</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.13% due 11/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;205,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;218,205</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>GCI Liberty, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.75% due 09/30/46<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,434,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,082,497</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>iQIYI, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 04/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,984,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,020,704</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Pinduoduo, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 10/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,345,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,485,956</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>8x8, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 02/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,366,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,383,695</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>FireEye, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.88% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,191,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,191,241</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Liberty Latin America Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 07/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,170,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,165,166</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Zendesk, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 03/15/23</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;764,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,138,691</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>InterDigital, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 06/01/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,063,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,067,186</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Communications</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;80,396,247</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Industrial -&#160;&#160;5.6%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>KBR, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.50% due 11/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,464,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,244,567</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Scorpio Tankers, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.00% due 05/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,695,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,714,878</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sika A.G.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.15% due 06/05/25</div>
          </td>
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            <div style="text-align: right;">CHF &#160;1,980,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,344,056</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
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          </td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Industrial -&#160;&#160;5.6% (continued)</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cellnex Telecom S.A.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 01/16/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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            <div style="text-align: right;">EUR&#160; 1,400,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">2,306,245</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>China Railway Construction Corporation Ltd.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 01/29/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,042,541</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Airbus SE</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 06/14/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;1,700,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,961,936</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Asia Cement Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">due 09/21/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,627,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,955,962</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Safran S.A.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 06/21/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;9,700</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,793,964</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>OSI Systems, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.25% due 09/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,545,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,591,472</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Chart Industries, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.00% due 11/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,225,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,551,922</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Vinci S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.38% due 02/16/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,200,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,478,022</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Akka Technolgoies</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.50% due 01/01/25</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;1,200,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,449,260</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Taiwan Cement Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 12/10/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,100,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,381,481</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>MINEBEA MITSUMI, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 08/03/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;120,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,355,004</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Vishay Intertechnology, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.25% due 06/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,119,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,114,077</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Nichicon Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 12/23/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;100,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;927,250</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Fortive Corp.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.88% due 02/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;841,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;848,585</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Air Transport Services Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.13% due 10/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;818,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;780,500</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Mesa Laboratories, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.38% due 08/15/25</div>
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          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;622,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;705,924</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Total Industrial</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;32,547,646</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
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            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;5.2%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Tesla, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 05/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,175,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,793,403</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.25% due 03/01/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;909,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,672,998</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Huazhu Group Ltd.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">0.38% due 11/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;5,025,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;5,313,938</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Marriott Vacations Worldwide Corp.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">1.50% due 09/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;2,542,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,664,149</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Zhongsheng Group Holdings Ltd.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 05/23/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">HKD &#160;17,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,545,811</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Harvest International Co.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 11/21/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">HKD &#160;16,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,142,461</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Sony Corp.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 09/30/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">JPY &#160;139,000,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,987,565</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Cie Generale des Etablissements Michelin SCA</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 01/10/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,834,380</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>ANLLIAN Capital Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 02/05/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">EUR &#160;1,500,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,642,220</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Guess?, Inc.</div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2.00% due 04/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,154,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,248,677</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
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        <div>
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              <tr>
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                  <div>Advent Convertible and Income Fund</div>
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                <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
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              <tr>
                <td style="width: 80.41%; vertical-align: middle;">
                  <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
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                  <div style="text-align: right;">January 31, 2020</div>
                </td>
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              <tr>
                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
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        </div>
      </div>
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    <div><br>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
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          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
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          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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        <tr>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;5.2% (continued)</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Adidas AG</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.05% due 09/12/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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            <div style="text-align: right;">EUR&#160;&#160; 800,000</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">$</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">1,073,935</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Live Nation Entertainment, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.00% due 02/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;975,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;989,137</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Meritor, Inc.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.25% due 10/15/37<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;905,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;940,634</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Suzuki Motor Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 03/31/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;70,000,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;813,773</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Kering S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 09/30/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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            <div style="text-align: right;">EUR &#160;400,000</div>
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          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;482,916</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Consumer, Cyclical</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;30,145,997</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Financial -&#160;&#160;4.3%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>AXA S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">7.25% due 05/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,931,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;4,412,547</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SBI Holdings, Inc.</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 09/13/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
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            <div style="text-align: right;">JPY &#160;300,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,976,222</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Poseidon Finance 1 Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,424,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,447,417</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BofA Finance LLC</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.25% due 05/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,139,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,268,475</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Deutsche Wohnen SE</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.33% due 07/26/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;1,800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,128,350</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>PRA Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.50% due 06/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,960,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;2,017,651</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Colony Capital, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.88% due 01/15/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,909,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,913,772</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>IMMOFINANZ AG</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 01/24/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;1,300,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,796,587</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Blackstone Mortgage Trust, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.75% due 03/15/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,263,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,363,756</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Eliott Capital Sarl</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 12/30/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;800,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;909,810</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>PHP Finance Jersey NO 2 Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.88% due 07/15/25</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">GBP &#160;585,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;888,030</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>IH Merger Sub LLC</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">3.50% due 01/15/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;625,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;878,035</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>LEG Immobilien AG</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.88% due 09/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;600,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;789,367</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Aurelius SE</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.00% due 12/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
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          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;530,828</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Financial</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;25,320,847</div>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Basic Materials -&#160;&#160;2.5%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Toray Industries, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 08/31/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;370,000,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,669,514</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Brenntag Finance BV</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.88% due 12/02/22</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,500,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,505,320</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>SSR Mining, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.50% due 04/01/39</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;2,500,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,193,415</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Mitsubishi Chemical Holdings Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 03/29/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">JPY &#160;130,000,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,218,833</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Osisko Gold Royalties Ltd.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.00% due 12/31/22</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">CAD &#160;1,300,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;991,550</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Cleveland-Cliffs, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.50% due 01/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;855,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;914,638</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">
            <div style="text-align: right; font-weight: bold;">Face</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
          <td style="width: 12%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top;">&#160;</td>
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            <div style="text-align: right; font-weight: bold;">Amount<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">~</sup></div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top;">&#160;</td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
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          </td>
          <td style="width: 1%; vertical-align: top;">&#160;</td>
        </tr>
        <tr>
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            <div><font style="font-weight: bold;">CONVERTIBLE BONDS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup>&#160;<font style="font-weight: bold;">- 65.5% (continued)</font></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
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            <div style="font-weight: bold;">Basic Materials -&#160;&#160;2.5% (continued)</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Pretium Resources, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">2.25% due 03/15/22</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">742,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; text-align: right; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
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          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">773,164</div>
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        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Basic Materials</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;14,266,434</div>
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        </tr>
        <tr>
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            <div style="font-weight: bold;">Energy -&#160;&#160;1.4%</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>TOTAL S.A.</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 12/02/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,831,896</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>BP Capital Markets plc</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.00% due 04/28/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">GBP &#160;1,000,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,524,512</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Whiting Petroleum Corp.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">1.25% due 04/01/20<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,380,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,371,402</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Transocean, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">0.50% due 01/30/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;1,243,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;1,049,742</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>RAG-Stiftung</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">&#160;due 02/18/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">EUR &#160;800,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;893,369</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
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        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 10/02/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
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          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">EUR &#160;700,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;786,104</div>
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          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Helix Energy Solutions Group, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.13% due 09/15/23</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;632,000</div>
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          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;754,318</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Energy</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;8,211,343</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Utilities -&#160;&#160;1.1%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>CenterPoint Energy, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.52% due 09/15/29</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;40,717*</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,465,821</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>China Yangtze Power International BVI 1 Ltd.</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">&#160;due 11/09/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,6</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,975,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;2,034,523</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>NRG Energy, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">2.75% due 06/01/48<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;1,788,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,968,152</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Utilities</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;6,468,496</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Convertible Bonds</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">(Cost $347,762,381)</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">381,708,139</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div><font style="font-weight: bold;">SENIOR FLOATING RATE INTERESTS</font><sup style="font-weight: bold; vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">,4 </sup><font style="font-weight: bold;">- 2.0%</font></div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;1.3%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>PetSmart, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">5.67% (3 Month USD LIBOR + 3.00%, Rate Floor: 1.00%) due 03/11/22</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,868,020</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,864,655</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Intrawest Resorts Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="margin-left: 10pt;">4.55% (3 Month USD LIBOR + 2.75%, Rate Floor: 0.00%) due 07/31/34</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;&#160;3,647,480</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">&#160;3,669,511</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Consumer, Cyclical</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;7,534,166</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Communications -&#160;&#160;0.5%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>Sprint Communications, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">
            <div style="margin-left: 10pt;">4.16% (3 Month USD LIBOR + 2.50%, Rate Floor: 0.75%) due 02/03/24</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">
            <div style="text-align: right;">&#160;&#160;2,917,500</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);">
            <div style="text-align: right;">&#160;2,860,973</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;0.2%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div>Refinitiv US Holdings, Inc.</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">4.90% (3 Month USD LIBOR + 3.75%, Rate Floor: 0.00%) due 10/01/25</div>
          </td>
          <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;&#160;990,000</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">&#160;1,000,519</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-top: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $11,437,954)</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">11,395,658</div>
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          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total Investments - 163.9%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">
            <div style="margin-left: 10pt;">(Cost $905,492,190)</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div>$</div>
          </td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">954,423,167</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Other Assets &amp; Liabilities, net - (63.9)%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">&#160;</td>
          <td style="width: 12%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="text-align: right;">(372,067,302</div>
          </td>
          <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="font-weight: bold;">Total Net Assets - 100.0%</div>
          </td>
          <td colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div>$</div>
          </td>
          <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">
            <div style="text-align: right;">582,355,865</div>
          </td>
          <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
        </tr>

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  </div>
  <div><br>
  </div>
  <div><br>
  </div>
  <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
    <div id="DSPFPageBreak" style="page-break-after: always;">
      <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
  </div>
  <div>
    <div>
      <div><br>
      </div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div>Advent Convertible and Income Fund</div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle;">
                <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
              </td>
              <td style="width: 19.59%; vertical-align: middle;">
                <div style="text-align: right;">January 31, 2020</div>
              </td>
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            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
            </tr>

        </table>
        <div><br>
        </div>
      </div>
    </div>
  </div>
  <div><br>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z4df81c17aa8b42808729b70fb5e4a8e4" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 100%; vertical-align: bottom;">
            <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;&#8224;</sup></div>
          </td>
        </tr>
        <tr>
          <td rowspan="1" style="width: 100%; vertical-align: bottom;">&#160;</td>
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    <div><br>
    </div>
    <table id="z0b9c5180ebda4ec6b8d7b38b5f846621" style="font-family: Arial; font-size: 10pt; text-align: left; color: rgb(0, 0, 0); width: 100%;" border="0" cellpadding="0" cellspacing="0">

        <tr>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 18%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Contracts to Sell</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Currency</div>
          </td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Settlement Date</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Settlement Value</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Value at January 31, 2020</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Unrealized Appreciation (Depreciation)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>24,716,718</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>27,565,504</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>27,462,327</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>103,177</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,518,662.550</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>14,054,635</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>14,043,615</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>11,020</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,323,528</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">CAD</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,000,468</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,000,703</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(235</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>3,283,807</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">GBP</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>4,332,175</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>4,333,637</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(1,462</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>211,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>232,761</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>234,438</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(1,677</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>129,050,150</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,185,013</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>1,193,373</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(8,360</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>39,415,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">HKD</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>5,043,842</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>5,072,587</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(28,745</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,258,912</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">CHF</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,308,860</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>2,349,077</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(40,217</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>33,501</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td rowspan="1" style="vertical-align: bottom; width: 18%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="2" style="vertical-align: bottom; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td rowspan="1" style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="2" style="vertical-align: bottom; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="2" style="vertical-align: bottom; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="2" style="vertical-align: bottom; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td rowspan="1" colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 18%;" valign="bottom">
            <div style="font-weight: bold;">Counterparty</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Contracts to Buy</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 10%;" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Currency</div>
          </td>
          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 10%;" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Settlement Date</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Settlement Value</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Value at January 31, 2020</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">
            <div style="text-align: right; font-weight: bold;">Unrealized Appreciation (Depreciation)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>815,477</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>901,136</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>906,063</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>4,927</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>48,720,000</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">JPY</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>446,058</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>450,531</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>4,473</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>724,150</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">EUR</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>808,313</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>804,591</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>(3,722</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Bank of New York Mellon</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>226,922</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">GBP</div>
          </td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div style="text-align: right;">03/13/20</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>303,377</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>299,469</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>(3,908</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">
            <div>)</div>
          </td>
        </tr>
        <tr>
          <td style="vertical-align: bottom; width: 18%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td style="vertical-align: bottom; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 4px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 15%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>1,770</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z0f0d2ef58dc4483b8d9998cef88498f5" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">~</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">The face amount is denominated in U.S. dollars unless otherwise indicated.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">*</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Represents shares.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">&#8224;</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Value determined based on Level 1 inputs &#8212; See Note 3.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;">&#8224;&#8224;</div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Value determined based on Level 2 inputs &#8212; See Note 3.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">All or a portion of these securities have been physically segregated in connection with the margin loan and reverse repurchase agreements. As of January 31, 2020, the total value of securities
              segregated was $778,885,458.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Rate indicated is the 7-day yield as of January 31, 2020.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; 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 $315,989,954 (cost $301,726,126), or 54.3%&#160;of total net assets.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">
              <div style="font-style: italic; margin-left: 1pt;">Variable rate security.&#160;&#160;Rate indicated is the rate effective at January 31, 2020. In some instances, the effective rate is limited by a minimum rate floor or a maximum rate cap established
                by the issuer. The settlement status of a position may also impact the effective rate indicated. In some cases, a position may be unsettled at period end and may not have a stated effective rate. In instances where multiple underlying
                reference rates and spread amounts are shown, the effective rate is based on a weighted average.</div>
            </div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">5</sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Security has a fixed rate coupon which will convert to a floating or variable rate coupon on a future date.</div>
          </td>
        </tr>
        <tr>
          <td style="width: 4%; vertical-align: top;">
            <div style="text-align: right; font-style: italic;"><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">6</sup></div>
          </td>
          <td style="width: 96%; vertical-align: bottom;">
            <div style="font-style: italic; margin-left: 10pt;">Zero coupon rate security.</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <div><br>
    </div>
    <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
      <div id="DSPFPageBreak" style="page-break-after: always;">
        <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
    </div>
    <div><br>
    </div>
    <div>
      <div>
        <div>
          <div><br>
          </div>
          <div>
            <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

                <tr>
                  <td style="width: 80.41%; vertical-align: middle;">
                    <div>Advent Convertible and Income Fund</div>
                  </td>
                  <td style="width: 19.59%; vertical-align: middle;">&#160;</td>
                </tr>
                <tr>
                  <td style="width: 80.41%; vertical-align: middle;">
                    <div style="font-size: 18pt; font-weight: bold;">SCHEDULE OF INVESTMENTS&#160;<font style="font-style: italic;">(Unaudited)&#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160; &#160;&#160; </font></div>
                  </td>
                  <td style="width: 19.59%; vertical-align: middle;">
                    <div style="text-align: right;">January 31, 2020</div>
                  </td>
                </tr>
                <tr>
                  <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                  <td style="width: 19.59%; vertical-align: middle; border-bottom: #000000 2px solid;">&#160;</td>
                </tr>

            </table>
            <div><br>
            </div>
            <div><br>
            </div>
          </div>
        </div>
      </div>
    </div>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z52b5366efbde4365a8b34aeba71d50ac" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">CAD &#8212; Canadian Dollar</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">CHF &#8212; Swiss Franc</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">EUR &#8212; Euro</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">GBP &#8212; British Pound</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">HKD &#8212; Hong Kong Dollar</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">JPY &#8212; Japanese Yen</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">LIBOR &#8212; London Interbank Offered Rate</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">LLC &#8212; Limited Liability Company</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">plc &#8212; Public Limited Company</div>
          </td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">&#160;</td>
        </tr>
        <tr>
          <td style="width: 99.93%; vertical-align: bottom;">
            <div style="font-style: italic;">See Sector Classification in Other Information section.</div>
          </td>
        </tr>

    </table>
    <div><br>
    </div>
    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z4d8c0c5ede4c4d7499b4a2d5f7f904a3" cellpadding="0" cellspacing="0">

        <tr>
          <td style="width: 100%; vertical-align: bottom;">
            <div>The following table summarizes the inputs used to value the Fund&#8217;s investments at January 31, 2020 (See Note 3 in the Notes to Schedule of Investments):</div>
          </td>
        </tr>

    </table>
  </div>
  <div><br>
  </div>
  <div>
    <table id="z36c7a72c83654d37ae335a4a7121cc85" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">

        <tr>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0);">
            <div style="font-weight: bold;">Investments in Securities (Assets)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 1 Quoted Prices</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 2 Significant Observable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Level 3 Significant Unobservable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right;">
            <div style="font-weight: bold;">Total</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Common Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>48,221,350</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>48,221,350</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Convertible Preferred Stocks</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>92,602,247</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>92,602,247</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Money Market Fund</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>36,559,190</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>36,559,190</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Corporate Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>383,936,583</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>383,936,583</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Convertible Bonds</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>381,708,139</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>381,708,139</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Senior Floating Rate Interests</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>11,395,658</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(255, 255, 255);" valign="bottom">
            <div>11,395,658</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: top; width: 48%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Forward Foreign Currency Exchange Contracts*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>123,597</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">
            <div>123,597</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>Total Assets</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>177,382,787</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>777,163,977</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>$</div>
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          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">
            <div>954,546,764</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%;" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Investments in Securities (Liabilities)</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Level 1 Quoted Prices</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Level 2 Significant Observable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Level 3 Significant Unobservable Inputs</div>
          </td>
          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">&#160;</td>
          <td colspan="2" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); text-align: right; background-color: rgb(255, 255, 255);">
            <div style="font-weight: bold;">Total</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; border-bottom: 4px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>
        <tr>
          <td style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>Forward Foreign Currency Exchange Contracts*</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>88,326</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>&#8212;</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>$</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 10%; background-color: rgb(204, 238, 255);" valign="bottom">
            <div>88,326</div>
          </td>
          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>
        </tr>

    </table>
  </div>
  <div><br>
    <div><br>
    </div>
    <div>
      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z2948bd0c12474143bdef7e1a26641e99" cellpadding="0" cellspacing="0">

          <tr>
            <td style="width: 100%; vertical-align: bottom;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 100%; vertical-align: bottom;">
              <div>* This derivative is reported as unrealized appreciation/depreciation at period end.</div>
            </td>
          </tr>
          <tr>
            <td style="width: 100%; vertical-align: bottom;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 100%; vertical-align: bottom;">
              <div>Please refer to the detailed portfolio for the breakdown of investment type by industry category.</div>
            </td>
          </tr>
          <tr>
            <td style="width: 100%; vertical-align: bottom;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 100%; vertical-align: bottom;">
              <div>The Fund may hold assets and/or liabilities in which the fair value approximates the carrying amount for financial statement purposes. As of the period end, reverse repurchase agreements of $177,016,200 are categorized as Level 2 within
                the disclosure hierarchy.</div>
            </td>
          </tr>
          <tr>
            <td rowspan="1" style="width: 100%; vertical-align: bottom;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 100%; vertical-align: bottom;">
              <div>The Fund did not hold any Level 3 securities during the period ended January 31, 2020.</div>
            </td>
          </tr>

      </table>
    </div>
    <div><br>
    </div>
    <div><br>
    </div>
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    </div>
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            <td rowspan="1" style="width: 19.59%; vertical-align: middle; text-align: right;">&#160;</td>
          </tr>
          <tr>
            <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 396pt"> <br>
              </font></td>
            <td style="width: 19.59%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;"><font style="font-size: 14pt;"><font style="font-size: 10pt;">January 31, 2020</font></font></td>
          </tr>

      </table>
    </div>
    <div><br>
    </div>
    <div>
      <div id="DSPFPageHeader">
        <div>
          <div><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 396pt" id="TRGRRTFtoHTMLTab"></font><font style="font-size: 14pt;"><font style="font-weight: bold;">&#160; &#160; </font><br>
            </font></div>
        </div>
      </div>
      <div style="font-weight: bold;">Note&#160;1 &#8211; Organization and Significant Accounting Policies</div>
      <div style="font-weight: bold;">Organization</div>
      <div>Advent Convertible 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>The Fund&#8217;s investment objective is to provide total return through a combination of capital appreciation and current income. The Fund pursues its investment objective by investing at least 80% of its managed assets in a diversified portfolio of
        convertible securities and non-convertible income producing securities.</div>
      <div><br>
      </div>
      <div>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>&#160;</div>
      <div style="font-weight: bold;">Significant Accounting Policies</div>
      <div>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>&#160;</div>
      <div>The following significant accounting policies are in conformity with U.S. generally accepted accounting principles (&#8220;U.S. GAAP&#8221;) and are consistently followed by the Fund. This requires management to make estimates and assumptions that affect
        the reported amount of assets and liabilities, 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>&#160;</div>
      <div>&#160;</div>
      <div style="font-weight: bold;">(a) Valuation of Investments&#160;</div>
      <div>The Board of Trustees of the Fund (the &#8220;Board&#8221;) has adopted policies and procedures for the valuation of the Fund&#8217;s investments (the &#8220;Valuation Procedures&#8221;). Pursuant to the Valuation Procedures, the Board has delegated to a valuation committee,
        consisting of representatives from Guggenheim&#8217;s investment management, fund administration, legal and compliance departments (the &#8220;Valuation Committee&#8221;), the day-to-day responsibility for implementing the Valuation Procedures, including, under most
        circumstances, the responsibility for determining the fair value of the Fund&#8217;s securities and/or other assets.</div>
      <div>&#160;</div>
      <div>Valuations of the Fund&#8217;s securities and other assets are supplied primarily by pricing services appointed pursuant to the processes set forth in the Valuation Procedures. The Valuation Committee convenes monthly, or more frequently as needed, to
        review the valuation of all assets which have been fair valued for reasonableness. The Fund&#8217;s officers, through the Valuation Committee and consistent with the monitoring and review responsibilities set forth in the Valuation Procedures, regularly
        review procedures used and valuations provided by the pricing services.</div>
      <div>&#160;</div>
      <div>If the pricing service cannot or does not provide a valuation for a particular investment or such valuation is deemed unreliable, such investment is fair valued by the Valuation Committee.</div>
      <div>&#160;</div>
      <div>
        <div>Securities listed on an exchange or on an over-the-counter market will be valued at the last reported sale price on the primary exchange or market on which they are traded; provided, however, that securities listed on the National Association
          of Securities Dealers Automated Quotations (&#8220;NASDAQ&#8221;) National Market system will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price. </div>
        <div> <br>
        </div>
        <div>Equity securities that are traded on an exchange or on the over-the-counter market and for which there are no transactions on a given day are valued at the mean of the closing bid and asked prices. <br>
        </div>
        <div> <br>
        </div>
      </div>
      <div>Open-end investment companies are valued at their net asset value (&#8220;NAV&#8221;) as of the close of business, on the valuation date. Exchange-traded funds&#160;and closed-end investment companies&#160;are valued at the last quoted sale price.</div>
      <div><br>
      </div>
      <div>
        <div style="margin-bottom: 8pt;">Generally, trading in foreign securities markets is substantially completed each day at various times prior to the close of the New York Stock Exchange (&#8220;NYSE&#8221;). The values of foreign securities are determined as of
          the close of such foreign markets or the close of the NYSE, if earlier. All investments quoted in foreign currencies are valued in U.S. dollars on the basis of the foreign currency exchange rates prevailing at the close of U.S. business at 4:00
          p.m. Investments in foreign securities may involve risks not present in domestic investments. The Valuation Committee will determine the current value of such foreign securities by taking into consideration certain factors which may include those
          discussed above, as well as the following factors, among others: the value of the securities traded on other foreign markets, ADR trading, closed-end fund trading, foreign currency exchange activity, and the trading prices of financial products
          that are tied to foreign securities. In addition, under the Valuation Procedures, the Valuation Committee is authorized to use prices and other information supplied by a third party pricing vendor in valuing foreign securities.</div>
      </div>
      <div> <br>
      </div>
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        <div id="DSPFPageBreak" style="page-break-after: always;">
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      </div>
      <div>
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            <tr>
              <td rowspan="1" style="width: 80.41%; vertical-align: middle;">&#160;</td>
              <td rowspan="1" style="width: 19.59%; vertical-align: middle; text-align: right;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 396pt"> <br>
                </font></td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;"><font style="font-size: 14pt;"><font style="font-size: 10pt;">January 31, 2020</font></font></td>
            </tr>

        </table>
      </div>
      <div> <br>
      </div>
      <div> <br>
      </div>
      <div>&#160;</div>
      <div>
        <div>Debt securities are valued based on prices provided by pricing services or, if not available or if Advent Capital Management, LLC (&#8220;Advent&#8221;) considers that price to not represent fair value, by dealers using the mean of the closing bid and
          asked 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 services or dealers may utilize
          proprietary valuation models which may, for example, 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. Short-term securities with remaining maturities of 60 days or less at the time of
          valuation are valued at amortized cost, which approximates market value. Short-term securities which have a term-to-maturity greater than 60 days from the date of purchase are valued at their current market quotations until maturity or
          disposition. Convertible securities are valued in the same manner as debt securities. Repurchase agreements are valued at amortized cost, provided such amounts approximate market value.</div>
        <div> <br>
        </div>
        <div>Typically, loans are valued using information provided by an independent third party pricing service that uses broker quotes, among other inputs. If the pricing service cannot or does not provide a valuation for a particular loan or such
          valuation is deemed unreliable, such investment is valued based on a quote from a broker-dealer or is fair valued by the Valuation Committee.</div>
      </div>
      <div>
        <div style="font-family: 'Times New Roman';"><br>
        </div>
      </div>
      <div>
        <div>Forward foreign currency exchange contracts are valued by pricing services or, if not available or if Advent considers that price to not represent fair value, by dealers using the mid price. Futures contracts are valued using the settlement
          price established each day on the exchange on which they are traded. <br>
        </div>
        <div> <br>
        </div>
      </div>
      <div>Valuations in accordance with these methods are intended to reflect each security&#8217;s (or asset&#8217;s or liability&#8217;s) &#8220;fair value&#8221;. Each such determination is based on a consideration of all relevant factors, which are likely to vary from one pricing
        context 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 U.S. Treasuries, and other information analysis. </div>
      <div><br>
      </div>
      <div>&#160;</div>
      <div style="font-weight: bold;">Note 2 -&#160;Financial Instruments and Derivatives</div>
      <div>As part of&#160;its investment strategy, the Fund utilizes 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.&#160;</div>
      <div> <br>
      </div>
      <div>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>
      <div>&#160;</div>
      <div>The Fund utilized derivatives for the following purposes:</div>
      <div><br>
      </div>
      <div><font style="font-weight: bold;">Hedge </font>&#8211; an investment made in order to seek to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.</div>
      <div><br>
      </div>
      <div><font style="font-weight: bold;">Income </font>&#8211; the use of any instrument that distributes cash flows typically based upon some rate of interest.</div>
      <div>&#160;</div>
      <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts</div>
      <div><font style="font-weight: bold;">&#160;</font>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>&#160;</div>
      <div>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>
      <div>&#160;&#160;</div>
      <div>In conjunction with the use of derivative instruments, the Fund&#160;is required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the Fund uses&#160;margin deposits at the broker, cash and/or
        securities segregated at the custodian bank, discount notes or repurchase agreements allocated to&#160;the Fund as collateral.</div>
      <div> <br>
      </div>
      <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
        <div id="DSPFPageBreak" style="page-break-after: always;">
          <hr style="border-width: 0px; clear: both; margin: 4px 0px; width: 100%; height: 2px; color: #000000; background-color: #000000;" noshade="noshade"></div>
      </div>
      <div> <br>
      </div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" cellpadding="0" cellspacing="0">

            <tr>
              <td rowspan="1" style="width: 80.41%; vertical-align: middle;">&#160;</td>
              <td rowspan="1" style="width: 19.59%; vertical-align: middle; text-align: right;">&#160;</td>
            </tr>
            <tr>
              <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 396pt"> <br>
                </font></td>
              <td style="width: 19.59%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;"><font style="font-size: 14pt;"><font style="font-size: 10pt;">January 31, 2020</font></font></td>
            </tr>

        </table>
      </div>
      <div> <br>
      </div>
      <div>&#160;</div>
      <div> <br>
      </div>
      <div style="font-weight: bold;">Reverse Repurchase Agreements</div>
      <div>The Fund may enter into reverse repurchase agreements as part of its financial leverage strategy. Under a reverse repurchase agreement, the Fund temporarily transfers possession of a portfolio instrument to another party, such as a bank or
        broker-dealer, in return for cash. At the same time, the Fund agrees to repurchase the instrument at an agreed upon time and price, which reflects an interest payment. Such agreements have the economic effect of borrowings. The Fund may enter into
        such agreements when it is able to invest the cash acquired at a rate higher than the cost of the agreement, which would increase earned income. When the Fund enters into a reverse repurchase agreement, any fluctuations in the market value of
        either the instruments transferred to another party or the instruments in which the proceeds may be invested would affect the market value of the Fund&#8217;s assets. As a result, such transactions may increase fluctuations in the market value of the
        Fund&#8217;s assets.<br>
      </div>
      <div><br>
      </div>
      <div style="font-weight: bold;">Note&#160;3 &#8211; Fair Value Measurement&#160;&#160;</div>
      <div>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>
      <div>&#160;</div>
      <div>Level 1 &#8212; quoted prices in active markets for identical assets or liabilities.</div>
      <div>&#160;</div>
      <div>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>&#160;</div>
      <div>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>
      <div><br>
      </div>
      <div>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>&#160;</div>
      <div>Independent pricing services are used to value a majority of the Fund&#8217;s investments. When values are not available from a pricing service, they will be determined using a variety of sources and techniques, including: market 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 U.S. Treasury securities, and other
        information and analysis.</div>
      <div> <br>
      </div>
      <div>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>
      <div>&#160;</div>
      <div><br>
      </div>
      <div style="font-weight: bold;">Note 4 &#8211; Federal Income Tax Information</div>
      <div>The Fund intends to comply with the provisions of Subchapter M of the Internal Revenue Code 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 or federal excise tax is required.</div>
      <div>&#160;</div>
      <div>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 U.S. 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 U.S. federal income tax returns are subject to examination by the Internal Revenue Service for a period of three&#160;years after they are
        filed.</div>
      <div>&#160;</div>
      <div>At January 31, 2020, the cost of&#160;investments for federal income tax purposes, the aggregate gross unrealized appreciation for all&#160;investments for which there was an excess of value over tax cost, and the aggregate gross unrealized depreciation
        for all&#160;investments for which there was an excess of tax cost over value were as follows:</div>
      <div> <br>
      </div>
      <div>
        <table style="font-family: Arial; font-size: 10pt; width: 100%; text-align: left; color: #000000;" id="z54268c94120d4dcda00081499e014e0f" border="0" cellpadding="0" cellspacing="0">

            <tr>
              <td style="width: 20%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">&#160;</td>
              <td style="width: 20%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">
                <div style="text-align: right; font-weight: bold;">Tax Cost</div>
              </td>
              <td style="width: 20%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">
                <div style="text-align: right; font-weight: bold;">Tax Unrealized Appreciation</div>
              </td>
              <td style="width: 20%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">
                <div style="text-align: right; font-weight: bold;">Tax Unrealized Depreciation</div>
              </td>
              <td style="width: 20%; vertical-align: top; border-bottom: 2px solid rgb(0, 0, 0);">
                <div style="text-align: right; font-weight: bold;">Net Unrealized Appreciation</div>
              </td>
            </tr>
            <tr>
              <td style="width: 20%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>
              <td style="width: 20%; vertical-align: top; background-color: rgb(204, 238, 255);">
                <div style="text-align: right;">&#160;$907,231,372</div>
              </td>
              <td style="width: 20%; vertical-align: top; background-color: rgb(204, 238, 255);">
                <div style="text-align: right;">&#160;$59,593,086</div>
              </td>
              <td style="width: 20%; vertical-align: top; background-color: rgb(204, 238, 255);">
                <div style="text-align: right;">&#160;$(12,366,020)</div>
              </td>
              <td style="width: 20%; vertical-align: top; background-color: rgb(204, 238, 255);">
                <div style="text-align: right;">&#160;$47,227,066</div>
              </td>
            </tr>

        </table>
      </div>
      <div>&#160;</div>
      <br>
      <div id="DSPFPageHeader">
        <div>
          <div id="DSPFPageBreakArea" style="clear: both; margin-top: 10pt; margin-bottom: 10pt;">
            <div id="DSPFPageBreak" style="page-break-after: always;">
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                <td rowspan="1" style="width: 80.41%; vertical-align: middle;">&#160;</td>
                <td rowspan="1" style="width: 19.59%; vertical-align: middle; text-align: right;">&#160;</td>
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                <td style="width: 80.41%; vertical-align: middle; border-bottom: #000000 2px solid;"><font style="font-size: 14pt; font-weight: bold;">OTHER INFORMATION (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 396pt"> <br>
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                <td style="width: 19.59%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">January 31, 2020</td>
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      <div style="margin-top: 12pt; margin-bottom: 3pt; font-weight: bold;">Sector Classification</div>
      <div style="margin-top: 12pt; margin-bottom: 3pt;">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. Each Fund&#8217;s registration statement has investment policies relating to concentration in specific sectors/industries. For purposes of these investment policies, the Funds usually classify 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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