<SEC-DOCUMENT>0001752724-20-197375.txt : 20200928
<SEC-HEADER>0001752724-20-197375.hdr.sgml : 20200928
<ACCEPTANCE-DATETIME>20200928140615
ACCESSION NUMBER:		0001752724-20-197375
CONFORMED SUBMISSION TYPE:	NPORT-P
PUBLIC DOCUMENT COUNT:		2
CONFORMED PERIOD OF REPORT:	20200731
FILED AS OF DATE:		20200928
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:		201203625

	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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      <invstOrSec>
        <name>MINEBEA MITSUMI Inc</name>
        <lei>N/A</lei>
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            <dbtSecRefInstrument>
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      <invstOrSec>
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      <invstOrSec>
        <name>Intrawest Resorts Holdings, Inc.</name>
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      <invstOrSec>
        <name>CORECIVIC INC</name>
        <lei>529900JFA3K6PTLT8B15</lei>
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        <balance>1512000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1475145.00000000</valUSD>
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      <invstOrSec>
        <name>DANAHER CORP</name>
        <lei>S4BKK9OTCEWQ3YHPFM11</lei>
        <title>Danaher Corp.</title>
        <cusip>235851409</cusip>
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          <isin value="US2358514097"/>
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        <balance>2711.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>EP</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SABRE GLBL INC</name>
        <lei>F2TJC7HPPHLHU1AQMP98</lei>
        <title>Sabre GLBL, Inc.</title>
        <cusip>78573NAD4</cusip>
        <identifiers>
          <isin value="US78573NAD49"/>
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        <balance>455000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>557377.04000000</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>4.00000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sabre Corp</name>
              <title>Sabre Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="78573M104"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="126.94990000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>HANESBRANDS INC</name>
        <lei>GX5LWVWZLL5S4W1L2F20</lei>
        <title>Hanesbrands, Inc.</title>
        <cusip>410345AN2</cusip>
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          <isin value="US410345AN24"/>
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        <balance>2677000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2881121.25000000</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>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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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>
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        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.CHF.USD3"/>
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        <balance>775000.00000000</balance>
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        <assetCat>DFE</assetCat>
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        <isRestrictedSec>N</isRestrictedSec>
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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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          <isin value="US8545028461"/>
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        <balance>34712.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3313607.52000000</valUSD>
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        <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>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.USD9"/>
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        <balance>250000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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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>280791.75000000</amtCurSold>
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            <unrealizedAppr>15107.45000000</unrealizedAppr>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TENNECO INC</name>
        <lei>549300U0EXXFAQFAD785</lei>
        <title>Tenneco, Inc.</title>
        <cusip>880349AR6</cusip>
        <identifiers>
          <isin value="US880349AR61"/>
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        <balance>2128000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1432473.84000000</valUSD>
        <pctVal>0.264911652125</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>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
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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"/>
        </identifiers>
        <balance>-1027647.00000000</balance>
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        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
        <cusip>404121AJ4</cusip>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TESLA INC</name>
        <lei>54930043XZGB27CTOV49</lei>
        <title>Tesla, Inc.</title>
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        <balance>956000.00000000</balance>
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          <maturityDt>2021-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
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            <dbtSecRefInstrument>
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              <title>Tesla Inc</title>
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      <invstOrSec>
        <name>HILTON DOMESTIC OPERATIN</name>
        <lei>5493003EG7H0N1E4XV50</lei>
        <title>Hilton Domestic Operating Company, Inc.</title>
        <cusip>432833AF8</cusip>
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        <balance>2761000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2898442.58000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <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>958000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1456660.95000000</valUSD>
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        <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>
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          <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"/>
              </identifiers>
            </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>APTIV PLC</name>
        <lei>N/A</lei>
        <title>Aptiv plc</title>
        <cusip>EP0589507</cusip>
        <identifiers>
          <isin value="JE00BMHMX696"/>
        </identifiers>
        <balance>59519.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>6082841.80000000</valUSD>
        <pctVal>1.124918044475</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ASGN INCORPORATED</name>
        <lei>LZBNYYCBUKY537072438</lei>
        <title>ASGN, Inc.</title>
        <cusip>00191UAA0</cusip>
        <identifiers>
          <isin value="US00191UAA07"/>
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        <balance>1976000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2023799.44000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-05-15</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>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SCGN RR 3.45184% 12/15/20</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SCGNR1220"/>
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        <balance>-87008341.94000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-87008341.94000000</valUSD>
        <pctVal>-16.0907117242</pctVal>
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        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</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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          <maturityDt>2020-12-15</maturityDt>
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            <repurchaseCollateral>
              <principalAmt>152508966.73000000</principalAmt>
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              <collateralVal>152508966.73000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="Corporate Debt Securities and Equities" invstCat="Other instrument"/>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>COVANTA HOLDING CORP</name>
        <lei>40XIFLS8XDQGGHGPGC04</lei>
        <title>Covanta Holding Corp.</title>
        <cusip>22282EAH5</cusip>
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          <isin value="US22282EAH53"/>
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        <balance>2671000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2773993.76000000</valUSD>
        <pctVal>0.513002925028</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-01-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>SYNAPTICS INC</name>
        <lei>549300AJ3LI4FWNRQX29</lei>
        <title>Synaptics, Inc.</title>
        <cusip>87157DAD1</cusip>
        <identifiers>
          <isin value="US87157DAD12"/>
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        <balance>3292000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4101078.09000000</valUSD>
        <pctVal>0.758424581294</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </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>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="0.84566600"/>
        <valUSD>865377.11000000</valUSD>
        <pctVal>0.160036765433</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="846.67120000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CENTRAL GARDEN &amp; PET CO</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>Central Garden &amp; Pet Co.</title>
        <cusip>153527AM8</cusip>
        <identifiers>
          <isin value="US153527AM88"/>
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        <balance>254000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>269509.24000000</valUSD>
        <pctVal>0.049841146161</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</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>INSIGHT ENTERPRS</name>
        <lei>529900S8991TYW6YP792</lei>
        <title>Insight Enterprises, Inc.</title>
        <cusip>45765UAA1</cusip>
        <identifiers>
          <isin value="US45765UAA16"/>
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        <balance>1917000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1856202.92000000</valUSD>
        <pctVal>0.343273132455</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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.63760000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOFA FINANCE LLC</name>
        <lei>549300CGZYSEY3ZSIW16</lei>
        <title>BofA Finance LLC</title>
        <cusip>09709TED9</cusip>
        <identifiers>
          <isin value="US09709TED90"/>
        </identifiers>
        <balance>738000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>732211.81000000</valUSD>
        <pctVal>0.135410110032</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>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Voya Financial Inc</name>
              <title>Voya Financial Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="929089100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.53940000" 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.HKD1"/>
        </identifiers>
        <balance>-2295600.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
        <valUSD>-110.76000000</valUSD>
        <pctVal>-0.00002048317</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>2295600.00000000</amtCurSold>
            <curSold>HKD</curSold>
            <amtCurPur>296091.49000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-110.76000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>1519004.65000000</valUSD>
        <pctVal>0.280914052446</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>
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      </invstOrSec>
      <invstOrSec>
        <name>ZSCALER INC.</name>
        <lei>529900MZ0RTK1BWRNF46</lei>
        <title>Zscaler, Inc.</title>
        <cusip>98980GAA0</cusip>
        <identifiers>
          <isin value="US98980GAA04"/>
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        <balance>1853000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2111715.31000000</valUSD>
        <pctVal>0.390525799473</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</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>Zscaler Inc</name>
              <title>Zscaler Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98980G102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.63150000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOCIETE GENERALE</name>
        <lei>O2RNE8IBXP4R0TD8PU41</lei>
        <title>SCGEN RR 3.83% 12/15/22</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="SCGNR1222"/>
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        <balance>-49005213.06000000</balance>
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        <curCd>USD</curCd>
        <valUSD>-49005213.06000000</valUSD>
        <pctVal>-9.06267995405</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</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>Y</isTriParty>
          <repurchaseRt>3.83000000</repurchaseRt>
          <maturityDt>2022-12-15</maturityDt>
          <repurchaseCollaterals>
            <repurchaseCollateral>
              <principalAmt>85896807.23000000</principalAmt>
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              <collateralVal>85896807.23000000</collateralVal>
              <collateralCd>USD</collateralCd>
              <invstCatConditional desc="Corporate Debt Securities and Equities" invstCat="Other instrument"/>
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          </repurchaseCollaterals>
        </repurchaseAgrmt>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1666000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2169873.14000000</valUSD>
        <pctVal>0.401281100127</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Adidas AG</name>
        <lei>N/A</lei>
        <title>Adidas AG</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BFXZC55"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>1060300.40000000</valUSD>
        <pctVal>0.196084509796</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-12</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>adidas AG</name>
              <title>adidas AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000A1EWWW0"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="685.29790000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>
        <identifiers>
          <isin value="US01879NAA37"/>
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        <balance>1757000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1229900.00000000</valUSD>
        <pctVal>0.227449068772</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>7.50000000</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>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>2154000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2082584.13000000</valUSD>
        <pctVal>0.385138483623</pctVal>
        <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>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation Ltd.</title>
        <cusip>62886HAW1</cusip>
        <identifiers>
          <isin value="US62886HAW16"/>
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        <balance>4983000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4659045.21000000</valUSD>
        <pctVal>0.861611102027</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Norwegian Cruise Line Holdings Ltd</name>
              <title>Norwegian Cruise Line Holdings Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="BMG667211046"/>
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          <currencyInfos>
            <currencyInfo convRatio="53.33330000" 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>PROOFPOINT INC</name>
        <lei>529900C5FODDK0WSR085</lei>
        <title>Proofpoint, Inc.</title>
        <cusip>743424AE3</cusip>
        <identifiers>
          <isin value="US743424AE31"/>
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        <balance>4293000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4419323.80000000</valUSD>
        <pctVal>0.817278707955</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>0.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Proofpoint Inc</name>
              <title>Proofpoint Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="743424103"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.49410000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OUTOKUMPU OYJ</name>
        <lei>5493009YRUJJDCFF0R80</lei>
        <title>Outokumpu Oyj</title>
        <cusip>BK3564881</cusip>
        <identifiers>
          <isin value="XS2200501653"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>798778.71000000</valUSD>
        <pctVal>0.147720525038</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FI</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Outokumpu Oyj</name>
              <title>Outokumpu Oyj</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FI0009002422"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="30553.00950000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Caterpillar Inc</name>
        <lei>WRJR7GS4GTRECRRTVX92</lei>
        <title>Caterpillar, Inc.</title>
        <cusip>149123101</cusip>
        <identifiers>
          <isin value="US1491231015"/>
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        <balance>25000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3322000.00000000</valUSD>
        <pctVal>0.614347350566</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>CHURCHILL DOWNS INC</name>
        <lei>529900FODTBQC8MIS994</lei>
        <title>Churchill Downs, Inc.</title>
        <cusip>171484AE8</cusip>
        <identifiers>
          <isin value="US171484AE81"/>
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        <balance>1479000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1512003.89000000</valUSD>
        <pctVal>0.279619381056</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>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Merck &amp; Co Inc</name>
        <lei>4YV9Y5M8S0BRK1RP0397</lei>
        <title>Merck &amp; Company, Inc.</title>
        <cusip>58933Y105</cusip>
        <identifiers>
          <isin value="US58933Y1055"/>
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        <balance>56500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4533560.00000000</valUSD>
        <pctVal>0.838404748535</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>ZILLOW GROUP INC</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group, Inc.</title>
        <cusip>98954MAC5</cusip>
        <identifiers>
          <isin value="US98954MAC55"/>
        </identifiers>
        <balance>1048000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1202796.28000000</valUSD>
        <pctVal>0.222436697137</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>1.50000000</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="12.75920000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </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>5295.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7937257.95000000</valUSD>
        <pctVal>1.467860744234</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>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.EUR6"/>
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        <balance>-312120.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>-14095.59000000</valUSD>
        <pctVal>-0.00260673942</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>312120.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>355328.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-14095.59000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ELANCO ANIMAL HEALTH INC</name>
        <lei>549300SHPNDCE059M934</lei>
        <title>Elanco Animal Health, Inc.</title>
        <cusip>28414H202</cusip>
        <identifiers>
          <isin value="US28414H2022"/>
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        <balance>139720.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>5520337.20000000</valUSD>
        <pctVal>1.020892394056</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>ZILLOW GROUP INC</name>
        <lei>2549002XEELQDIR6FU05</lei>
        <title>Zillow Group, Inc.</title>
        <cusip>98954MAH4</cusip>
        <identifiers>
          <isin value="US98954MAH43"/>
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        <balance>1214000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1598392.91000000</valUSD>
        <pctVal>0.295595559730</pctVal>
        <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>2.75000000</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="14.88100000" 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"/>
        </identifiers>
        <balance>3019000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3156258.84000000</valUSD>
        <pctVal>0.583696344388</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ENDEAVOR ENERGY RESOURCE</name>
        <lei>N/A</lei>
        <title>Endeavor Energy Resources Limited Partnership / EER Finance, Inc.</title>
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          <isin value="US29260FAF71"/>
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        <balance>2672000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2811451.68000000</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>2025-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>
      <invstOrSec>
        <name>COMSTOCK RESOURCES INC</name>
        <lei>I03QQGEA4SS774AURI46</lei>
        <title>Comstock Resources, Inc.</title>
        <cusip>205768AR5</cusip>
        <identifiers>
          <isin value="US205768AR55"/>
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        <balance>2498000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2503445.64000000</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>2026-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>9.75000000</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>
      <invstOrSec>
        <name>INNOLUX CORP</name>
        <lei>3003007EXL0825P1MJ10</lei>
        <title>Innolux Corp.</title>
        <cusip>ZP1296455</cusip>
        <identifiers>
          <isin value="XS2099548427"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>982500.00000000</valUSD>
        <pctVal>0.181696650190</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-01-22</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>Innolux Corp</name>
              <title>Innolux Corp</title>
              <curCd>USD</curCd>
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                <isin value="TW0003481008"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="564929.17850000" 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>SALLY HOLDINGS/SALLY CAP</name>
        <lei>N/A</lei>
        <title>Sally Holdings LLC / Sally Capital, Inc.</title>
        <cusip>79546VAL0</cusip>
        <identifiers>
          <isin value="US79546VAL09"/>
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        <balance>2635000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2709109.38000000</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>2025-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</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>
      <invstOrSec>
        <name>TWITTER INC</name>
        <lei>549300I8RX485XMK6836</lei>
        <title>Twitter, Inc.</title>
        <cusip>90184LAF9</cusip>
        <identifiers>
          <isin value="US90184LAF94"/>
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        <balance>768000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>796800.00000000</valUSD>
        <pctVal>0.147354596306</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-06-15</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>Twitter Inc</name>
              <title>Twitter Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="90184L102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="17.50010000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>2143000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1666836.12000000</valUSD>
        <pctVal>0.308252966330</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PENN NATIONAL GAMING INC</name>
        <lei>N/A</lei>
        <title>Penn National Gaming, Inc.</title>
        <cusip>707569AU3</cusip>
        <identifiers>
          <isin value="US707569AU31"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4139062.50000000</valUSD>
        <pctVal>0.765449151326</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Penn National Gaming Inc</name>
              <title>Penn National Gaming Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="707569109"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="42.73500000" 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>China Conch Venture</name>
        <lei>N/A</lei>
        <title>China Conch Venture</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BG84RQ0"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
        <valUSD>844070.67000000</valUSD>
        <pctVal>0.156096502048</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-09-05</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>China Conch Venture Holdings Ltd</name>
              <title>China Conch Venture Holdings Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
                <isin value="KYG2116J1085"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="24888.00400000" curCd="HKD"/>
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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>INTERDIGITAL INC</name>
        <lei>N/A</lei>
        <title>InterDigital, Inc.</title>
        <cusip>45867GAB7</cusip>
        <identifiers>
          <isin value="US45867GAB77"/>
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        <balance>409000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>422786.27000000</valUSD>
        <pctVal>0.078187123669</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"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.30180000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>BURLINGTON COAT FACTORY</name>
        <lei>549300SIFDMGE3Y2SW49</lei>
        <title>Burlington Coat Factory Warehouse Corp.</title>
        <cusip>121579AH9</cusip>
        <identifiers>
          <isin value="US121579AH97"/>
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        <balance>460000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>493062.50000000</valUSD>
        <pctVal>0.091183516116</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>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>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>1198000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1131416.68000000</valUSD>
        <pctVal>0.209236255191</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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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="27.60520000" 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>2020 CASH EXCH TRUST</name>
        <lei>N/A</lei>
        <title>2020 Cash Mandatory Exchangeable Trust</title>
        <cusip>901375105</cusip>
        <identifiers>
          <isin value="US9013751055"/>
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        <balance>3070.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3198909.30000000</valUSD>
        <pctVal>0.591583820938</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>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
        <title>CURRENCY CONTRACT - Rec USD / Deliver CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.CHF4"/>
        </identifiers>
        <balance>-251000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90970000"/>
        <valUSD>-9853.78000000</valUSD>
        <pctVal>-0.00182228887</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>251000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>266396.66000000</amtCurPur>
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            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-9853.78000000</unrealizedAppr>
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        </derivativeInfo>
        <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.EUR7"/>
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        <balance>-17139209.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>-785777.94000000</valUSD>
        <pctVal>-0.14531625393</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>17139209.00000000</amtCurSold>
            <curSold>EUR</curSold>
            <amtCurPur>19500135.04000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-785777.94000000</unrealizedAppr>
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        </derivativeInfo>
        <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"/>
        </identifiers>
        <balance>-20000695.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>-20000695.00000000</valUSD>
        <pctVal>-3.69878807427</pctVal>
        <payoffProfile>Short</payoffProfile>
        <assetCat>RA</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</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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        <name>AVANTOR INC</name>
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      <invstOrSec>
        <name>AMC NETWORKS INC</name>
        <lei>549300VGG9K75226LR46</lei>
        <title>AMC Networks, Inc.</title>
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        <curCd>USD</curCd>
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        <securityLending>
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      <invstOrSec>
        <name>Medtronic PLC</name>
        <lei>549300GX3ZBSQWUXY261</lei>
        <title>Medtronic plc</title>
        <cusip>N/A</cusip>
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          <isin value="IE00BTN1Y115"/>
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        <balance>50000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4824000.00000000</valUSD>
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        <assetCat>EC</assetCat>
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      <invstOrSec>
        <name>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>CommScope, Inc.</title>
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          <isin value="US20338QAA13"/>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>KORIAN SA</name>
        <lei>969500WEPS61H6TJM037</lei>
        <title>Korian S.A.</title>
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          <isin value="FR0013489739"/>
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        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2027-03-06</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>EURONET WORLDWIDE INC</name>
        <lei>YG3575C4DSHJPA5KET68</lei>
        <title>Euronet Worldwide, Inc.</title>
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          <isin value="US298736AL30"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2917500.00000000</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>
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          <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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          <currencyInfos>
            <currencyInfo convRatio="5.29870000" 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>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>2092000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1992630.00000000</valUSD>
        <pctVal>0.368502998543</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>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Marriott Vacations Worldwide Corp</name>
              <title>Marriott Vacations Worldwide Corp</title>
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              <identifiers>
                <cusip value="57164Y107"/>
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          <currencyInfos>
            <currencyInfo convRatio="6.81140000" 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>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.USD.EUR8"/>
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        <balance>-200000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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        <pctVal>-0.00199934000</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <derivativeInfo>
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      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
        <title>NCL Corporation Ltd.</title>
        <cusip>62886HAS0</cusip>
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          <isin value="US62886HAS04"/>
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        <balance>590000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>695775.14000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
              <name>Norwegian Cruise Line Holdings Ltd</name>
              <title>Norwegian Cruise Line Holdings Ltd</title>
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      <invstOrSec>
        <name>MONGODB INC</name>
        <lei>549300TPTG69WKWE1Z37</lei>
        <title>MongoDB, Inc.</title>
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          <isin value="US60937PAC05"/>
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        <balance>2695000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3502056.33000000</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>2026-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>MongoDB Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="4.73490000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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        <name>INTL FLAVOR &amp; FRAGRANCES</name>
        <lei>BZLRL03D3GPGMOGFO832</lei>
        <title>International Flavors &amp; Fragrances, Inc.</title>
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      <invstOrSec>
        <name>CHURCHILL DOWNS INC</name>
        <lei>529900FODTBQC8MIS994</lei>
        <title>Churchill Downs, Inc.</title>
        <cusip>171484AG3</cusip>
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          <isin value="US171484AG30"/>
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        <curCd>USD</curCd>
        <valUSD>1442825.44000000</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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          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <invstOrSec>
        <name>ALTICE FRANCE HOLDING SA</name>
        <lei>5299000JVHXKJPOE6H40</lei>
        <title>Altice France Holding S.A.</title>
        <cusip>02156TAB0</cusip>
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          <isin value="US02156TAB08"/>
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        <balance>3594000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4126361.25000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>CENTURYLINK INC</name>
        <lei>8M3THTGWLTYZVE6BBY25</lei>
        <title>CenturyLink, Inc.</title>
        <cusip>156700BB1</cusip>
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        <curCd>USD</curCd>
        <valUSD>2455458.19000000</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>2026-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.12500000</annualizedRt>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>CLOUDFLARE INC</name>
        <lei>5493007DY18BGNLDWU14</lei>
        <title>Cloudflare, Inc.</title>
        <cusip>18915MAA5</cusip>
        <identifiers>
          <isin value="US18915MAA53"/>
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        <balance>1197000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1603231.88000000</valUSD>
        <pctVal>0.296490444859</pctVal>
        <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>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cloudflare Inc</name>
              <title>Cloudflare Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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            <currencyInfo convRatio="26.71870000" curCd="USD"/>
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      <invstOrSec>
        <name>HCA INC</name>
        <lei>L3CJ6J7LJ2DX62FTXD46</lei>
        <title>HCA, Inc.</title>
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          <isin value="US197677AG24"/>
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        <valUSD>1313433.24000000</valUSD>
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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>
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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>
      <invstOrSec>
        <name>LIVANOVA USA INC</name>
        <lei>549300NGTE5LS6KMBT20</lei>
        <title>LivaNova USA, Inc.</title>
        <cusip>538030AA5</cusip>
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          <isin value="US538030AA50"/>
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        <balance>1482000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1558638.15000000</valUSD>
        <pctVal>0.288243593601</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LivaNova PLC</name>
              <title>LivaNova PLC</title>
              <curCd>USD</curCd>
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                <isin value="GB00BYMT0J19"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="16.39800000" 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>CERENCE INC</name>
        <lei>5493002WL2W5WMS89568</lei>
        <title>Cerence, Inc.</title>
        <cusip>156727AA7</cusip>
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          <isin value="US156727AA75"/>
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        <balance>716000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Cerence Inc</name>
              <title>Cerence Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="26.72710000" 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>CARNIVAL CORP</name>
        <lei>F1OF2ZSX47CR0BCWA982</lei>
        <title>Carnival Corp.</title>
        <cusip>143658BF8</cusip>
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          <isin value="US143658BF88"/>
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        <balance>634000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>921867.70000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>PA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Carnival Corp</name>
              <title>Carnival Corp</title>
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                <cusip value="143658300"/>
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          <currencyInfos>
            <currencyInfo convRatio="100.00000000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>TAIWAN CEMENT CORP</name>
        <lei>529900C56C3PB9X9ZO58</lei>
        <title>Taiwan Cement Corp.</title>
        <cusip>AV8961758</cusip>
        <identifiers>
          <isin value="XS1861512835"/>
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        <balance>900000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1204420.13000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>TW</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-12-10</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>Taiwan Cement Corp</name>
              <title>Taiwan Cement Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="TW0001101004"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="87004.79010000" 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>ENERGIZER HOLDINGS INC</name>
        <lei>5493000D6NN0V57UME20</lei>
        <title>Energizer Holdings, Inc.</title>
        <cusip>29272W208</cusip>
        <identifiers>
          <isin value="US29272W2089"/>
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        <balance>12842.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1290621.00000000</valUSD>
        <pctVal>0.238678384086</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>COMMSCOPE INC</name>
        <lei>549300Z6K4JXMFE8QY54</lei>
        <title>CommScope, Inc.</title>
        <cusip>203372AV9</cusip>
        <identifiers>
          <isin value="US203372AV94"/>
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        <balance>1332000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1411880.04000000</valUSD>
        <pctVal>0.261103179377</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.12500000</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>ATLANTICA JERSEY LTD</name>
        <lei>213800OA1OT1SY5CO984</lei>
        <title>Atlantica Sustainable Infrastructure Jersey Ltd.</title>
        <cusip>04916EAA2</cusip>
        <identifiers>
          <isin value="US04916EAA29"/>
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        <balance>574000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>589828.88000000</valUSD>
        <pctVal>0.109078810871</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JE</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-15</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>Atlantica Sustainable Infrastructure PLC</name>
              <title>Atlantica Sustainable Infrastructure PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="GB00BLP5YB54"/>
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          <currencyInfos>
            <currencyInfo convRatio="29.10700000" 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>SPLUNK INC</name>
        <lei>549300XGDSGBP6UEI867</lei>
        <title>Splunk, Inc.</title>
        <cusip>848637AE4</cusip>
        <identifiers>
          <isin value="US848637AE49"/>
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        <balance>8212000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>9335354.63000000</valUSD>
        <pctVal>1.726414925810</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</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>Splunk Inc</name>
              <title>Splunk Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="848637104"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.91640000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SMART GLOBAL HOLDINGS IN</name>
        <lei>529900RDGHQY8XKXPN14</lei>
        <title>SMART Global Holdings, Inc.</title>
        <cusip>83205YAA2</cusip>
        <identifiers>
          <isin value="US83205YAA29"/>
        </identifiers>
        <balance>1421000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1322537.32000000</valUSD>
        <pctVal>0.244580764168</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-02-15</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>SMART Global Holdings Inc</name>
              <title>SMART Global Holdings Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="KYG8232Y1017"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="24.62520000" curCd="USD"/>
          </currencyInfos>
          <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.USD2"/>
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        <balance>185000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>8210.08000000</valUSD>
        <pctVal>0.001518314538</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>210755.33000000</amtCurSold>
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            <amtCurPur>185000.00000000</amtCurPur>
            <curPur>EUR</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>8210.08000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>HEALTH CATALYST INC</name>
        <lei>549300223PL6GWKVJG92</lei>
        <title>Health Catalyst, Inc.</title>
        <cusip>42225TAA5</cusip>
        <identifiers>
          <isin value="US42225TAA51"/>
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        <balance>300000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>403125.00000000</valUSD>
        <pctVal>0.074551106471</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>2.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Health Catalyst Inc</name>
              <title>Health Catalyst Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="42225T107"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="32.67970000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>3145935.00000000</valUSD>
        <pctVal>0.581787125919</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>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>Union Pacific Corp</name>
        <lei>549300LMMRSZZCZ8CL11</lei>
        <title>Union Pacific Corp.</title>
        <cusip>907818108</cusip>
        <identifiers>
          <isin value="US9078181081"/>
        </identifiers>
        <balance>20000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3467000.00000000</valUSD>
        <pctVal>0.641162632274</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>Akka Technolgoies</name>
        <lei>N/A</lei>
        <title>Akka Technolgoies</title>
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      <invstOrSec>
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        <name>HERBALIFE LTD</name>
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      <invstOrSec>
        <name>LIBERTY MEDIA CORP</name>
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      <invstOrSec>
        <name>BIOCARTIS GROUP NV</name>
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            <dbtSecRefInstrument>
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              <title>Biocartis NV</title>
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        <name>CANTEL MEDICAL CORP</name>
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      <invstOrSec>
        <name>DISH NETWORK CORP</name>
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          <maturityDt>2024-03-15</maturityDt>
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              <title>DISH Network Corp</title>
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        <name>PIONEER NATURAL RESOURCE</name>
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        <name>BOSTON SCIENTIFIC CORP</name>
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        <name>BECTON DICKINSON AND CO</name>
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        <name>Sika AG</name>
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        <name>SOUTHERN CO</name>
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        <name>AMERICAN ELECTRIC POWER</name>
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        <title>American Electric Power Company, Inc.</title>
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      <invstOrSec>
        <name>YANDEX NV</name>
        <lei>549300GGZHJ5Q1B18P93</lei>
        <title>Yandex N.V.</title>
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        <invCountry>NL</invCountry>

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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Yandex NV</name>
              <title>Yandex NV</title>
              <curCd>USD</curCd>
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                <isin value="NL0009805522"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3329.16630000" 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>TENET HEALTHCARE CORP</name>
        <lei>0W9AIBT6U6ADJ2I8HK17</lei>
        <title>Tenet Healthcare Corp.</title>
        <cusip>88033GCN8</cusip>
        <identifiers>
          <isin value="US88033GCN88"/>
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        <balance>4094000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4323264.00000000</valUSD>
        <pctVal>0.799514083142</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</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>
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      </invstOrSec>
      <invstOrSec>
        <name>JP MORGAN CHASE BANK NA</name>
        <lei>7H6GLXDRUGQFU57RNE97</lei>
        <title>JPMorgan Chase Bank North America</title>
        <cusip>ZR5721975</cusip>
        <identifiers>
          <isin value="XS2052961070"/>
        </identifiers>
        <balance>1100000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>1383339.26000000</valUSD>
        <pctVal>0.255825047957</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-18</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LVMH Moet Hennessy Louis Vuitton SE</name>
              <title>LVMH Moet Hennessy Louis Vuitton SE</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000121014"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="230.26500000" curCd="EUR"/>
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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>BIOMARIN PHARMACEUTICAL</name>
        <lei>NSLL8ITTRR0J5HEMR848</lei>
        <title>BioMarin Pharmaceutical, Inc.</title>
        <cusip>09061GAJ0</cusip>
        <identifiers>
          <isin value="US09061GAJ04"/>
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        <balance>1822000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2122508.89000000</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>2027-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>BioMarin Pharmaceutical Inc</name>
              <title>BioMarin Pharmaceutical Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="09061G101"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.27430000" 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>PACIRA PHARMACEUTICALS</name>
        <lei>N/A</lei>
        <title>Pacira BioSciences, Inc.</title>
        <cusip>695127AE0</cusip>
        <identifiers>
          <isin value="US695127AE09"/>
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        <balance>976000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>996100.72000000</valUSD>
        <pctVal>0.184211871833</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Pacira Pharmaceuticals Inc/DE</name>
              <title>Pacira Pharmaceuticals Inc/DE</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="695127100"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.93240000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>VERINT SYSTEMS INC</name>
        <lei>549300KEQJS5FRVUCO94</lei>
        <title>Verint Systems, Inc.</title>
        <cusip>92343XAA8</cusip>
        <identifiers>
          <isin value="US92343XAA81"/>
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        <balance>1382000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1389824.25000000</valUSD>
        <pctVal>0.257024336466</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>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Verint Systems Inc</name>
              <title>Verint Systems Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="92343X100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.51290000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1637526.00000000</valUSD>
        <pctVal>0.302832558574</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"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="9737.09840000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>WPX ENERGY INC</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
        <cusip>98212BAM5</cusip>
        <identifiers>
          <isin value="US98212BAM54"/>
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        <balance>333000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>341541.45000000</valUSD>
        <pctVal>0.063162277217</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>5.87500000</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>GCI LIBERTY INC</name>
        <lei>N/A</lei>
        <title>GCI Liberty, Inc.</title>
        <cusip>36164VAA5</cusip>
        <identifiers>
          <isin value="US36164VAA52"/>
        </identifiers>
        <balance>565000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>895219.06000000</valUSD>
        <pctVal>0.165555526095</pctVal>
        <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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.69890000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AA9</cusip>
        <identifiers>
          <isin value="US013822AA98"/>
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        <balance>4000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4182900.00000000</valUSD>
        <pctVal>0.773556150718</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>
          <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>GN STORE NORD</name>
        <lei>5493008U3H3W0NKPFL10</lei>
        <title>GN Store Nord A/S</title>
        <cusip>ZS6654660</cusip>
        <identifiers>
          <isin value="XS1965536656"/>
        </identifiers>
        <balance>700000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>859568.67000000</valUSD>
        <pctVal>0.158962593330</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</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>
              <identifiers>
                <isin value="DK0010272632"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1576.10660000" curCd="EUR"/>
          </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 CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.CHF2"/>
        </identifiers>
        <balance>-900000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90970000"/>
        <valUSD>-3411.80000000</valUSD>
        <pctVal>-0.00063095433</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>900000.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>987127.64000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-3411.80000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BAUSCH HEALTH COS INC</name>
        <lei>B3BS7ACMDUWISF18KY76</lei>
        <title>Bausch Health Companies, Inc.</title>
        <cusip>071734AF4</cusip>
        <identifiers>
          <isin value="US071734AF49"/>
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        <balance>3008000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3313868.48000000</valUSD>
        <pctVal>0.612843564363</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-05-30</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.25000000</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>DATADOG INC</name>
        <lei>549300F6JNO0KRPO1K63</lei>
        <title>Datadog, Inc.</title>
        <cusip>23804LAA1</cusip>
        <identifiers>
          <isin value="US23804LAA17"/>
        </identifiers>
        <balance>858000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1087443.25000000</valUSD>
        <pctVal>0.201104117859</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.12500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Datadog Inc</name>
              <title>Datadog Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="23804L103"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.83380000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>OKTA INC</name>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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            <currencyInfo convRatio="4.19120000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ProShares UltraPro Short QQQ</name>
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        <title>ProShares UltraPro Short QQQ</title>
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          <isin value="US74347G4082"/>
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        <assetCat>EC</assetCat>
        <issuerCat>RF</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
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          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>SEALED AIR CORP</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp.</title>
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          <isin value="US81211KAK60"/>
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        <balance>2409000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2935511.04000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2033-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.87500000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>NUVASIVE INC</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NuVasive, Inc.</title>
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          <isin value="US670704AK13"/>
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        <balance>5746000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5839372.50000000</valUSD>
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          <maturityDt>2023-06-01</maturityDt>
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            <dbtSecRefInstrument>
              <name>NuVasive Inc</name>
              <title>NuVasive Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="11.87780000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>IRON MOUNTAIN INC</name>
        <lei>SQL3F6CKNNBM3SQGHX24</lei>
        <title>Iron Mountain, Inc.</title>
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          <isin value="US46284VAJ08"/>
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        <invCountry>US</invCountry>
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          <maturityDt>2030-07-15</maturityDt>
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      <invstOrSec>
        <name>CELLNEX TELECOM SA</name>
        <lei>5493008T4YG3AQUI7P67</lei>
        <title>Cellnex Telecom S.A.</title>
        <cusip>AQ6595039</cusip>
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          <isin value="XS1750026186"/>
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        <balance>700000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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        <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>
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          <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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          <currencyInfos>
            <currencyInfo convRatio="3182.91920000" 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>IMMOFINANZ AG</name>
        <lei>5299000DUMZ99SBBX121</lei>
        <title>IMMOFINANZ AG</title>
        <cusip>AM1535427</cusip>
        <identifiers>
          <isin value="XS1551932046"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>1155024.56000000</valUSD>
        <pctVal>0.213602130727</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>AT</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-24</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>IMMOFINANZ AG</name>
              <title>IMMOFINANZ AG</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="AT0000809058"/>
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          <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>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>1000000.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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        <pctVal>0.276579622913</pctVal>
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        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <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>
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          <isLoanByFund>N</isLoanByFund>
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      <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>975000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>989342.25000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-11-09</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>China Construction Bank Corp</name>
              <title>China Construction Bank Corp</title>
              <curCd>USD</curCd>
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                <isin value="CNE1000002H1"/>
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          <currencyInfos>
            <currencyInfo convRatio="1142.90570000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Lamar Advertising Co</name>
        <lei>529900Y8WW4MKVPTB543</lei>
        <title>Lamar Advertising Co.</title>
        <cusip>512816109</cusip>
        <identifiers>
          <isin value="US5128161099"/>
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        <balance>25000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1643250.00000000</valUSD>
        <pctVal>0.303891114936</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>
        <name>LIVEPERSON INC</name>
        <lei>549300IN2P1JZ20G7N40</lei>
        <title>LivePerson, Inc.</title>
        <cusip>538146AB7</cusip>
        <identifiers>
          <isin value="US538146AB76"/>
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        <balance>3788000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4828512.35000000</valUSD>
        <pctVal>0.892951164780</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>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>LivePerson Inc</name>
              <title>LivePerson Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="25.91820000" curCd="USD"/>
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          <delta>XXXX</delta>
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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 EUR / Deliver USD</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.EUR.USD10"/>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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        <fairValLevel>2</fairValLevel>
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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>CREDIT ACCEPTANC</name>
        <lei>N/A</lei>
        <title>Credit Acceptance Corp.</title>
        <cusip>225310AM3</cusip>
        <identifiers>
          <isin value="US225310AM36"/>
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        <balance>2512000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2632890.00000000</valUSD>
        <pctVal>0.486908186584</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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      <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>
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        <curCd>USD</curCd>
        <valUSD>2116230.00000000</valUSD>
        <pctVal>0.391360714536</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>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NEW GOLD INC</name>
        <lei>5493005G0GNCHP0H6L96</lei>
        <title>New Gold, Inc.</title>
        <cusip>644532AA1</cusip>
        <identifiers>
          <isin value="US644532AA18"/>
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        <balance>2691000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2794993.70000000</valUSD>
        <pctVal>0.516886506455</pctVal>
        <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>
          <isDefault>N</isDefault>
          <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>
      <invstOrSec>
        <name>MICROCHIP TECHNOLOGY INC</name>
        <lei>5493007PTFULNYZJ1R12</lei>
        <title>Microchip Technology, Inc.</title>
        <cusip>595017AF1</cusip>
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          <isin value="US595017AF11"/>
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        <balance>4059000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5931416.70000000</valUSD>
        <pctVal>1.096914549895</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Microchip Technology Inc</name>
              <title>Microchip Technology Inc</title>
              <curCd>USD</curCd>
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                <cusip value="595017104"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="10.50000000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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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>2626000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2286786.45000000</valUSD>
        <pctVal>0.422902226631</pctVal>
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        <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>
          <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>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.CHF1"/>
        </identifiers>
        <balance>-1909750.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90970000"/>
        <valUSD>-76303.89000000</valUSD>
        <pctVal>-0.01411110555</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>1909750.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2025565.77000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-76303.89000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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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>
        <identifiers>
          <isin value="US37185LAK89"/>
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        <balance>774000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>728380.44000000</valUSD>
        <pctVal>0.134701563371</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-05-15</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>POSEIDON FINANCE 1 LTD</name>
        <lei>549300JLSZTPKE7L5J20</lei>
        <title>Poseidon Finance 1 Ltd.</title>
        <cusip>AQ9233497</cusip>
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          <isin value="XS1759625491"/>
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        <balance>1262000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1239915.00000000</valUSD>
        <pctVal>0.229301172540</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</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>Postal Savings Bank of China Co Ltd</name>
              <title>Postal Savings Bank of China Co Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="CNE1000029W3"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1297.69300000" 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>RAPID7 INC</name>
        <lei>549300GNVG5D60KEYN14</lei>
        <title>Rapid7, Inc.</title>
        <cusip>753422AC8</cusip>
        <identifiers>
          <isin value="US753422AC83"/>
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        <balance>5377000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6603493.70000000</valUSD>
        <pctVal>1.221203750475</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>2.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <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"/>
              </identifiers>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="16.38750000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </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>3610000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3332499.08000000</valUSD>
        <pctVal>0.616288976690</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"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.34290000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PEGASYSTEMS INC</name>
        <lei>549300FMCOKPL06FYN26</lei>
        <title>Pegasystems, Inc.</title>
        <cusip>705573AA1</cusip>
        <identifiers>
          <isin value="US705573AA17"/>
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        <balance>2000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2248091.26000000</valUSD>
        <pctVal>0.415746209937</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</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>Pegasystems Inc</name>
              <title>Pegasystems Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="705573103"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.40450000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>JAZZ INVESTMENTS I LTD</name>
        <lei>N/A</lei>
        <title>Jazz Investments I Ltd.</title>
        <cusip>472145AD3</cusip>
        <identifiers>
          <isin value="US472145AD36"/>
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        <balance>2200000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2083125.00000000</valUSD>
        <pctVal>0.385238508323</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Jazz Pharmaceuticals PLC</name>
              <title>Jazz Pharmaceuticals PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="IE00B4Q5ZN47"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.56590000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <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>1145000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1119237.50000000</valUSD>
        <pctVal>0.206983923172</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>
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      <invstOrSec>
        <name>AG ISSUER LLC</name>
        <lei>N/A</lei>
        <title>AG Issuer LLC</title>
        <cusip>00119LAA9</cusip>
        <identifiers>
          <isin value="US00119LAA98"/>
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        <balance>764000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>775460.00000000</valUSD>
        <pctVal>0.143408126571</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-03-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GENESIS ENERGY LP/FIN</name>
        <lei>N/A</lei>
        <title>Genesis Energy Limited Partnership / Genesis Energy Finance Corp.</title>
        <cusip>37185LAL6</cusip>
        <identifiers>
          <isin value="US37185LAL62"/>
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        <balance>2353000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2271468.55000000</valUSD>
        <pctVal>0.420069441778</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</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>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.USD3"/>
        </identifiers>
        <balance>38000000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>5434.94000000</valUSD>
        <pctVal>0.001005099635</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>354155.83000000</amtCurSold>
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            <amtCurPur>38000000.00000000</amtCurPur>
            <curPur>JPY</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>5434.94000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BOOKING HOLDINGS INC</name>
        <lei>FXM8FAOHMYDIPD38UZ17</lei>
        <title>Booking Holdings, Inc.</title>
        <cusip>09857LAM0</cusip>
        <identifiers>
          <isin value="US09857LAM00"/>
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        <balance>8207000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>10369544.50000000</valUSD>
        <pctVal>1.917670737555</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>0.75000000</annualizedRt>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Booking Holdings Inc</name>
              <title>Booking Holdings Inc</title>
              <curCd>USD</curCd>
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                <cusip value="09857L108"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="0.53010000" 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>NAVISTAR INTL CORP</name>
        <lei>WNDD3CRVXJGC8I7GX671</lei>
        <title>Navistar International Corp.</title>
        <cusip>63934EAT5</cusip>
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          <isin value="US63934EAT55"/>
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        <balance>1977000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2031575.09000000</valUSD>
        <pctVal>0.375705229987</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.62500000</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>
      <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>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>1686641.23000000</valUSD>
        <pctVal>0.311915584288</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <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="8260.02540000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>AMERICAN AIRLINES GROUP</name>
        <lei>N/A</lei>
        <title>American Airlines Group, Inc.</title>
        <cusip>02376RAE2</cusip>
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          <isin value="US02376RAE27"/>
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        <balance>1037000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>462211.64000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.75000000</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>Gaming and Leisure Properties</name>
        <lei>5493006GWRDBCZYWTM57</lei>
        <title>Gaming and Leisure Properties, Inc.</title>
        <cusip>36467J108</cusip>
        <identifiers>
          <isin value="US36467J1088"/>
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        <balance>75000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2715750.00000000</valUSD>
        <pctVal>0.502231733083</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>
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      </invstOrSec>
      <invstOrSec>
        <name>Walmart Inc</name>
        <lei>Y87794H0US1R65VBXU25</lei>
        <title>Walmart, Inc.</title>
        <cusip>931142103</cusip>
        <identifiers>
          <isin value="US9311421039"/>
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        <balance>35000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>4529000.00000000</valUSD>
        <pctVal>0.837561454159</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>
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      </invstOrSec>
      <invstOrSec>
        <name>VALVOLINE INC</name>
        <lei>549300CMHPBEY6VPOT75</lei>
        <title>Valvoline, Inc.</title>
        <cusip>92047WAD3</cusip>
        <identifiers>
          <isin value="US92047WAD39"/>
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        <balance>2818000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2966649.50000000</valUSD>
        <pctVal>0.548631324619</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</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>ENERSYS</name>
        <lei>7ZS3DE5PN30BYUJFWP05</lei>
        <title>EnerSys</title>
        <cusip>29275YAC6</cusip>
        <identifiers>
          <isin value="US29275YAC66"/>
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        <balance>2720000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2756516.00000000</valUSD>
        <pctVal>0.509770710835</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</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>
        <name>NEXTERA ENERGY INC</name>
        <lei>N/A</lei>
        <title>NextEra Energy, Inc.</title>
        <cusip>65339F770</cusip>
        <identifiers>
          <isin value="US65339F7704"/>
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        <balance>148723.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>7204142.12000000</valUSD>
        <pctVal>1.332283451092</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 INC</name>
        <lei>4ONCJWH5BBCYSJIJYX61</lei>
        <title>Land O' Lakes, Inc.</title>
        <cusip>514666AJ5</cusip>
        <identifiers>
          <isin value="US514666AJ53"/>
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        <balance>45000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>48089.48000000</valUSD>
        <pctVal>0.008893330712</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-11-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.00000000</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>LYFT INC</name>
        <lei>549300H7I5VN334XVZ52</lei>
        <title>Lyft, Inc.</title>
        <cusip>55087PAA2</cusip>
        <identifiers>
          <isin value="US55087PAA21"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3223548.00000000</valUSD>
        <pctVal>0.596140329086</pctVal>
        <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>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Lyft Inc</name>
              <title>Lyft Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="55087P104"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="26.04910000" 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>KAMAN CORP</name>
        <lei>5493003YK076OLTEQF95</lei>
        <title>Kaman Corp.</title>
        <cusip>483548AF0</cusip>
        <identifiers>
          <isin value="US483548AF00"/>
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        <balance>2500000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2424524.48000000</valUSD>
        <pctVal>0.448374530605</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Kaman Corp</name>
              <title>Kaman Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="483548103"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="15.32270000" 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>AKAMAI TECHNOLOGIES INC</name>
        <lei>OC1LZNN2LF5WTJ5RIL89</lei>
        <title>Akamai Technologies, Inc.</title>
        <cusip>00971TAK7</cusip>
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          <isin value="US00971TAK79"/>
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        <balance>1321000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1518338.07000000</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>2027-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Akamai Technologies Inc</name>
              <title>Akamai Technologies Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="8.60730000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>SCIENTIFIC GAMES INTERNA</name>
        <lei>RLTHESQ0RNFQJWPBJN60</lei>
        <title>Scientific Games International, Inc.</title>
        <cusip>80874YBE9</cusip>
        <identifiers>
          <isin value="US80874YBE95"/>
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        <balance>2886000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2645567.34000000</valUSD>
        <pctVal>0.489252644814</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-11-15</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>
        <name>CAPITOL INV MERGER SUB 2</name>
        <lei>N/A</lei>
        <title>Capitol Investment Merger Sub 2 LLC</title>
        <cusip>14065HAA3</cusip>
        <identifiers>
          <isin value="US14065HAA32"/>
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        <balance>2278000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2362058.20000000</valUSD>
        <pctVal>0.436822455464</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>10.00000000</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>
        <name>JOYY INC</name>
        <lei>549300N6CHVU5CQZPW24</lei>
        <title>JOYY, Inc.</title>
        <cusip>98426TAF3</cusip>
        <identifiers>
          <isin value="US98426TAF30"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3200625.00000000</valUSD>
        <pctVal>0.591901110447</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>
          <isDefault>N</isDefault>
          <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>
              <identifiers>
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          </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>SIX FLAGS ENTERTAINMENT</name>
        <lei>549300JYTDUAA4JQ3717</lei>
        <title>Six Flags Entertainment Corp.</title>
        <cusip>83001AAB8</cusip>
        <identifiers>
          <isin value="US83001AAB89"/>
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        <balance>3220000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3063604.60000000</valUSD>
        <pctVal>0.566561519926</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</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>EXACT SCIENCES CORP</name>
        <lei>549300VM3X1FYD4N9Z14</lei>
        <title>Exact Sciences Corp.</title>
        <cusip>30063PAB1</cusip>
        <identifiers>
          <isin value="US30063PAB13"/>
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        <balance>4427000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4887501.11000000</valUSD>
        <pctVal>0.903860131794</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>
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          <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>
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                <cusip value="30063P105"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.95540000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>RINGCENTRAL INC</name>
        <lei>549300C8EH0H1614VE84</lei>
        <title>RingCentral, Inc.</title>
        <cusip>76680RAE7</cusip>
        <identifiers>
          <isin value="US76680RAE71"/>
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        <balance>2374000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2612731.17000000</valUSD>
        <pctVal>0.483180154133</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RingCentral Inc</name>
              <title>RingCentral Inc</title>
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                <cusip value="76680R206"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="2.77450000" 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>NEW RELIC INC</name>
        <lei>549300AB8FY2HQILL804</lei>
        <title>New Relic, Inc.</title>
        <cusip>64829BAB6</cusip>
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          <isin value="US64829BAB62"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3995076.36000000</valUSD>
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        <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>0.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>New Relic Inc</name>
              <title>New Relic Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="64829B100"/>
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          <currencyInfos>
            <currencyInfo convRatio="9.02440000" 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>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>1764000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2444657.78000000</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>2031-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>
        <name>PARKLAND CORP</name>
        <lei>549300Q72GWZCL8MQC95</lei>
        <title>Parkland Corp.</title>
        <cusip>70137TAP0</cusip>
        <identifiers>
          <isin value="US70137TAP03"/>
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        <balance>3040000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3229437.60000000</valUSD>
        <pctVal>0.597229510349</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MASTEC INC</name>
        <lei>549300TMDIT8WREDOF45</lei>
        <title>MasTec, Inc.</title>
        <cusip>576323AP4</cusip>
        <identifiers>
          <isin value="US576323AP42"/>
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        <balance>2636000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2757915.00000000</valUSD>
        <pctVal>0.510029432070</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-08-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</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>VIAVI SOLUTIONS INC</name>
        <lei>5493006K3E3N1QOBF092</lei>
        <title>Viavi Solutions, Inc.</title>
        <cusip>925550AE5</cusip>
        <identifiers>
          <isin value="US925550AE55"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3592269.63000000</valUSD>
        <pctVal>0.664329117914</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>Viavi Solutions Inc</name>
              <title>Viavi Solutions Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
            <currencyInfo convRatio="71.72310000" 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>Zhen Ding Technology Holding Ltd.</name>
        <lei>N/A</lei>
        <title>Zhen Ding Technology Holding Ltd.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="BM97FC2"/>
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        <balance>1100000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1178375.00000000</valUSD>
        <pctVal>0.217920397117</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-30</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>Zhen Ding Technology Holding Ltd</name>
              <title>Zhen Ding Technology Holding Ltd</title>
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          <currencyInfos>
            <currencyInfo convRatio="19456.2788" 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>QTS REALTY TRUST INC</name>
        <lei>5493006PA4CJK4OG2J54</lei>
        <title>QTS Realty Trust, Inc.</title>
        <cusip>74736A301</cusip>
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        <balance>7844.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>1260609.24000000</valUSD>
        <pctVal>0.233128219956</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>WORLDLINE SA/FRANCE</name>
        <lei>549300CJMQNCA0U4TS33</lei>
        <title>Worldline S.A.</title>
        <cusip>BK6358208</cusip>
        <identifiers>
          <isin value="FR0013526803"/>
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        <balance>2400.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>3517.76000000</valUSD>
        <pctVal>0.000650549830</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>FR</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-30</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>Worldline SA/France</name>
              <title>Worldline SA/France</title>
              <curCd>EUR</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="1.00000000" 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>
        <name>DICK'S SPORTING GOODS</name>
        <lei>529900SSBV5I4LWSK313</lei>
        <title>Dick's Sporting Goods, Inc.</title>
        <cusip>253393AC6</cusip>
        <identifiers>
          <isin value="US253393AC63"/>
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        <balance>884000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1334565.96000000</valUSD>
        <pctVal>0.246805256376</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>3.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Dick's Sporting Goods Inc</name>
              <title>Dick's Sporting Goods Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="28.26180000" 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>VERISIGN INC</name>
        <lei>LMPL4N8ZOJRMF0KOF759</lei>
        <title>VeriSign, Inc.</title>
        <cusip>92343EAF9</cusip>
        <identifiers>
          <isin value="US92343EAF97"/>
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        <balance>4054000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4117566.72000000</valUSD>
        <pctVal>0.761473872731</pctVal>
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        <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>4.62500000</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>ENCOMPASS HEALTH CORP</name>
        <lei>549300FVRPM9DRQZRG64</lei>
        <title>Encompass Health Corp.</title>
        <cusip>421924BT7</cusip>
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          <isin value="US421924BT72"/>
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        <balance>3309000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3436743.95000000</valUSD>
        <pctVal>0.635567290866</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-09-15</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AMERIGAS PART/FIN CORP</name>
        <lei>N/A</lei>
        <title>AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.</title>
        <cusip>030981AL8</cusip>
        <identifiers>
          <isin value="US030981AL88"/>
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        <balance>2230000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2448328.15000000</valUSD>
        <pctVal>0.452776614169</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-05-20</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>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
        <cusip>85172FAQ2</cusip>
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        <lei>N/A</lei>
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          <isin value="US69318FAK49"/>
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        <balance>334000.00000000</balance>
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      <invstOrSec>
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        <lei>N/A</lei>
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          <isin value="US40390DAA37"/>
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      <invstOrSec>
        <name>FIRST QUANTUM MINERALS L</name>
        <lei>549300I7UVBGWRYMYZ18</lei>
        <title>First Quantum Minerals Ltd.</title>
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          <isin value="US335934AK15"/>
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        <assetCat>DBT</assetCat>
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        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>LUMENTUM HOLDINGS INC</name>
        <lei>549300JLWRRC38DWEF52</lei>
        <title>Lumentum Holdings, Inc.</title>
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        <invCountry>US</invCountry>
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          <maturityDt>2026-12-15</maturityDt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Lumentum Holdings Inc</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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        <name>SUPERNUS PHARMACEUTICALS</name>
        <lei>549300GRM36VBKISYJ58</lei>
        <title>Supernus Pharmaceuticals, Inc.</title>
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        <balance>2000000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-04-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.62500000</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>Supernus Pharmaceuticals Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="16.85450000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>NEUROCRINE BIOSCIENCES</name>
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        <title>Neurocrine Biosciences, Inc.</title>
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        <balance>490000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>812577.98000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-05-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Neurocrine Biosciences Inc</name>
              <title>Neurocrine Biosciences Inc</title>
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          <currencyInfos>
            <currencyInfo convRatio="13.17110000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
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        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="CC.GBP.USD3"/>
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        <balance>270000.00000000</balance>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>BROADCOM INC</name>
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        <title>Broadcom, Inc.</title>
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        <securityLending>
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        <name>The Bank Of New York Mellon</name>
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        <isRestrictedSec>N</isRestrictedSec>
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        <name>SCORPIO TANKERS INC</name>
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        <title>Scorpio Tankers, Inc.</title>
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        <issuerCat>CORP</issuerCat>
        <invCountry>MH</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
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              <title>Scorpio Tankers Inc</title>
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        <name>STAPLES INC</name>
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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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        <debtSec>
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          <couponKind>Fixed</couponKind>
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        <name>MDC PARTNERS INC</name>
        <lei>529900SR4J92B5C43M74</lei>
        <title>MDC Partners, Inc.</title>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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        <name>BHARTI AIRTEL LTD</name>
        <lei>335800KQ1FPKOQ84OR26</lei>
        <title>Bharti Airtel Ltd.</title>
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        <balance>1050000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1195362.00000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>IN</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-17</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bharti Airtel Ltd</name>
              <title>Bharti Airtel Ltd</title>
              <curCd>USD</curCd>
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          <currencyInfos>
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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>Raytheon Technologies Corp</name>
        <lei>I07WOS4YJ0N7YRFE7309</lei>
        <title>Raytheon Technologies Corp.</title>
        <cusip>75513E101</cusip>
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      <invstOrSec>
        <name>WORKDAY INC</name>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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      <invstOrSec>
        <name>PBF HOLDING CO LLC</name>
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      <invstOrSec>
        <name>SQUARE INC</name>
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        <title>Square, Inc.</title>
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        <balance>1284000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2023-05-15</maturityDt>
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          <annualizedRt>0.50000000</annualizedRt>
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            <dbtSecRefInstrument>
              <name>Square Inc</name>
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          <currencyInfos>
            <currencyInfo convRatio="12.84560000" curCd="USD"/>
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      <invstOrSec>
        <name>SYMRISE AG</name>
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        <invCountry>DE</invCountry>
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          <maturityDt>2024-06-20</maturityDt>
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          <annualizedRt>0.23800000</annualizedRt>
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          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Symrise AG</name>
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          <currencyInfos>
            <currencyInfo convRatio="1089.19170000" curCd="EUR"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>ENCOMPASS HEALTH CORP</name>
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        <title>Encompass Health Corp.</title>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-11-01</maturityDt>
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          <annualizedRt>5.75000000</annualizedRt>
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        <securityLending>
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      <invstOrSec>
        <name>EVERI PAYMENTS INC</name>
        <lei>5493006Q4MDLHOY1JV70</lei>
        <title>Everi Payments, Inc.</title>
        <cusip>30034VAB4</cusip>
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          <isin value="US30034VAB45"/>
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        <balance>2530000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2463321.85000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>VINCI SA</name>
        <lei>213800WFQ334R8UXUG83</lei>
        <title>Vinci S.A.</title>
        <cusip>AM4657558</cusip>
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          <isin value="FR0013237856"/>
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        <balance>800000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>877292.00000000</valUSD>
        <pctVal>0.162240221515</pctVal>
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        <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>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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              <name>Vinci SA</name>
              <title>Vinci SA</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>SEALED AIR CORP</name>
        <lei>Q0M0CZB4YN6JZ65WXI09</lei>
        <title>Sealed Air Corp.</title>
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          <isin value="US81211KAV26"/>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
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      <invstOrSec>
        <name>TERADYNE INC</name>
        <lei>C3X4YJ278QNZHRJULN75</lei>
        <title>Teradyne, Inc.</title>
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        <balance>291000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>824911.78000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2023-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <name>Teradyne Inc</name>
              <title>Teradyne Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>SBI Holdings Inc/Japan</name>
        <lei>N/A</lei>
        <title>SBI Holdings, Inc.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1669861848"/>
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        <balance>90000000.00000000</balance>
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        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2022-09-14</maturityDt>
          <couponKind>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>SBI Holdings Inc/Japan</name>
              <title>SBI Holdings Inc/Japan</title>
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      <invstOrSec>
        <name>RADIAN GROUP INC</name>
        <lei>54930005OUP720S5U385</lei>
        <title>Radian Group, Inc.</title>
        <cusip>750236AW1</cusip>
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        <balance>2635000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2561391.28000000</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>2027-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.87500000</annualizedRt>
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      <invstOrSec>
        <name>CSG SYSTEMS INTERNATIONA</name>
        <lei>549300D7FJZUOHHXUA81</lei>
        <title>CSG Systems International, Inc.</title>
        <cusip>126349AF6</cusip>
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        <balance>999000.00000000</balance>
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        <invCountry>US</invCountry>
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          <maturityDt>2036-03-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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              <name>CSG Systems International Inc</name>
              <title>CSG Systems International Inc</title>
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      <invstOrSec>
        <name>PALO ALTO NETWORKS</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks, Inc.</title>
        <cusip>697435AD7</cusip>
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          <isin value="US697435AD78"/>
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        <balance>4086000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>4723831.15000000</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>2023-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Palo Alto Networks Inc</name>
              <title>Palo Alto Networks Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
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          <delta>XXXX</delta>
        </debtSec>
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          <isLoanByFund>N</isLoanByFund>
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      <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"/>
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        <balance>700000.00000000</balance>
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        <currencyConditional curCd="GBP" exchangeRt="0.76190500"/>
        <valUSD>936904.21000000</valUSD>
        <pctVal>0.173264484993</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>
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          <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>DEUTSCHE WOHNEN SE</name>
        <lei>529900QE24Q67I3FWZ10</lei>
        <title>Deutsche Wohnen SE</title>
        <cusip>AM6111372</cusip>
        <identifiers>
          <isin value="DE000A2BPB84"/>
        </identifiers>
        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>1030510.86000000</valUSD>
        <pctVal>0.190575441472</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>
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          <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="2125.08240000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <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>1833557.29000000</valUSD>
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        <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>
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          <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>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>AMERICAN AIRLINES GROUP</name>
        <lei>N/A</lei>
        <title>American Airlines Group, Inc.</title>
        <cusip>02376RAF9</cusip>
        <identifiers>
          <isin value="US02376RAF91"/>
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        <balance>3000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2491584.36000000</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>2025-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>American Airlines Group Inc</name>
              <title>American Airlines Group Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="02376R102"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="61.72840000" 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>GRAY TELEVISION INC</name>
        <lei>529900TM5726KDN7UU35</lei>
        <title>Gray Television, Inc.</title>
        <cusip>389375AJ5</cusip>
        <identifiers>
          <isin value="US389375AJ52"/>
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        <balance>2323000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2408068.26000000</valUSD>
        <pctVal>0.445331232846</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>5.87500000</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>BRINKER INTERNATIONAL IN</name>
        <lei>52990067JY6PBGJNTG76</lei>
        <title>Brinker International, Inc.</title>
        <cusip>109641AH3</cusip>
        <identifiers>
          <isin value="US109641AH39"/>
        </identifiers>
        <balance>2669000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2525261.01000000</valUSD>
        <pctVal>0.467004037020</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>5.00000000</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>PRA GROUP INC</name>
        <lei>549300Q5HW3JSSB86K27</lei>
        <title>PRA Group, Inc.</title>
        <cusip>69354NAB2</cusip>
        <identifiers>
          <isin value="US69354NAB29"/>
        </identifiers>
        <balance>756000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>802078.16000000</valUSD>
        <pctVal>0.148330702150</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>
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          </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>STMICROELECTRONICS NV</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMicroelectronics N.V.</title>
        <cusip>BK6867034</cusip>
        <identifiers>
          <isin value="XS2211997155"/>
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        <balance>1000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1062050.00000000</valUSD>
        <pctVal>0.196408068533</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-04</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>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4585.05270000" 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>VIAVI SOLUTIONS INC</name>
        <lei>5493006K3E3N1QOBF092</lei>
        <title>Viavi Solutions, Inc.</title>
        <cusip>925550AB1</cusip>
        <identifiers>
          <isin value="US925550AB17"/>
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        <balance>3386000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4160478.97000000</valUSD>
        <pctVal>0.769409762886</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>1.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Viavi Solutions Inc</name>
              <title>Viavi Solutions Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="925550105"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="75.62290000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SOUTHWEST AIRLINES CO</name>
        <lei>UDTZ87G0STFETI6HGH41</lei>
        <title>Southwest Airlines Co.</title>
        <cusip>844741BG2</cusip>
        <identifiers>
          <isin value="US844741BG22"/>
        </identifiers>
        <balance>7707000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>8972127.17000000</valUSD>
        <pctVal>1.659242190198</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>1.25000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Southwest Airlines Co</name>
              <title>Southwest Airlines Co</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="844741108"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="25.99090000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COUPA SOFTWARE INC</name>
        <lei>549300Q95ICR2GFL2K37</lei>
        <title>Coupa Software, Inc.</title>
        <cusip>22266LAE6</cusip>
        <identifiers>
          <isin value="US22266LAE65"/>
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        <balance>1211000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1518384.27000000</valUSD>
        <pctVal>0.280799323725</pctVal>
        <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>0.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Coupa Software Inc</name>
              <title>Coupa Software Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="22266L106"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.37320000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>SBI HOLDINGS INC</name>
        <lei>353800L6LMHYIPSMRQ17</lei>
        <title>SBI Holdings, Inc.</title>
        <cusip>BK4146019</cusip>
        <identifiers>
          <isin value="XS2199268710"/>
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        <balance>60000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>574695.92000000</valUSD>
        <pctVal>0.106280227523</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>JP</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-25</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>SBI Holdings Inc/Japan</name>
              <title>SBI Holdings Inc/Japan</title>
              <curCd>JPY</curCd>
              <identifiers>
                <isin value="JP3436120004"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3432.88710000" curCd="JPY"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR COMPANY</name>
        <lei>20S05OYHG0MQM4VUIC57</lei>
        <title>Ford Motor Co.</title>
        <cusip>345370CA6</cusip>
        <identifiers>
          <isin value="US345370CA64"/>
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        <balance>3396000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4031646.30000000</valUSD>
        <pctVal>0.745584353650</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2031-07-16</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.45000000</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>531229AJ1</cusip>
        <identifiers>
          <isin value="US531229AJ16"/>
        </identifiers>
        <balance>6927000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6643858.32000000</valUSD>
        <pctVal>1.228668499829</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2049-12-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>2.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Sirius XM Holdings Inc</name>
              <title>Sirius XM Holdings Inc</title>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="116.02270000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>STANLEY BLACK &amp; DECKER I</name>
        <lei>549300DJ09SMTO561131</lei>
        <title>Stanley Black &amp; Decker, Inc.</title>
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          <isin value="US8545028537"/>
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        <balance>3125.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3703125.00000000</valUSD>
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        <assetCat>EP</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
        <name>NCL CORPORATION LTD</name>
        <lei>UNZWILHE4KMRP9K2L524</lei>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
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        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>AMADEUS IT GROUP SA</name>
        <lei>9598004A3FTY3TEHHN09</lei>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Amadeus IT Group SA</name>
              <title>Amadeus IT Group SA</title>
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                <isin value="ES0109067019"/>
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          <currencyInfos>
            <currencyInfo convRatio="1831.50180000" curCd="EUR"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>THE REALREAL INC</name>
        <lei>549300O00VUGT4H1PE90</lei>
        <title>RealReal, Inc.</title>
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          <isin value="US88339PAA93"/>
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        <balance>989000.00000000</balance>
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        <curCd>USD</curCd>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2025-06-15</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>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RealReal Inc/The</name>
              <title>RealReal Inc/The</title>
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                <cusip value="88339P101"/>
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          <currencyInfos>
            <currencyInfo convRatio="56.26350000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
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      <invstOrSec>
        <name>PHOTO HOLDINGS MERGER SU</name>
        <lei>N/A</lei>
        <title>Photo Holdings Merger Sub, Inc.</title>
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          <isin value="US719245AD47"/>
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        <balance>2808000.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <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>147857.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>6659479.28000000</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>
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      <invstOrSec>
        <name>STMICROELECTRONICS NV</name>
        <lei>213800Z8NOHIKRI42W10</lei>
        <title>STMicroelectronics N.V.</title>
        <cusip>BK6867067</cusip>
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          <isin value="XS2211997239"/>
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        <balance>1200000.00000000</balance>
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        <curCd>USD</curCd>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-08-04</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>STMicroelectronics NV</name>
              <title>STMicroelectronics NV</title>
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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>OSISKO GOLD ROYALTIES</name>
        <lei>549300TJZTXZMPQ6K004</lei>
        <title>Osisko Gold Royalties Ltd.</title>
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          <isin value="CA68827LAA94"/>
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        <balance>1300000.00000000</balance>
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        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Osisko Gold Royalties Ltd</name>
              <title>Osisko Gold Royalties Ltd</title>
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              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="43.68720000" curCd="CAD"/>
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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>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>7672.00000000</balance>
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        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Safran SA</title>
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          <currencyInfos>
            <currencyInfo convRatio="1.00100000" curCd="EUR"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>Intrawest Resorts Holdings, Inc.</name>
        <lei>N/A</lei>
        <title>Intrawest Resorts Holdings, Inc.</title>
        <cusip>N/A</cusip>
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          <other otherDesc="Internal ID" value="BL3211135 1000"/>
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        <balance>522027.53000000</balance>
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        <curCd>USD</curCd>
        <valUSD>503430.30000000</valUSD>
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        <assetCat>LON</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-07-31</maturityDt>
          <couponKind>Variable</couponKind>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>BUNGE LTD</name>
        <lei>5493007M0RIN8HY3MM77</lei>
        <title>Bunge Ltd.</title>
        <cusip>EP0237628</cusip>
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          <isin value="BMG169622047"/>
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        <balance>7646.00000000</balance>
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        <assetCat>EP</assetCat>
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      <invstOrSec>
        <name>TUPPERWARE BRANDS CORP</name>
        <lei>G8NWFN4YP7CR6FOP4886</lei>
        <title>Tupperware Brands Corp.</title>
        <cusip>899896AC8</cusip>
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        <balance>0.00000000</balance>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>4.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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        <securityLending>
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      <invstOrSec>
        <name>JOYY INC</name>
        <lei>549300N6CHVU5CQZPW24</lei>
        <title>JOYY, Inc.</title>
        <cusip>98426TAD8</cusip>
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        <balance>674000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>713176.25000000</valUSD>
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        <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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>YY Inc</name>
              <title>YY Inc</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>WORKIVA INC</name>
        <lei>529900RTOQ8GRWHY1O58</lei>
        <title>Workiva, Inc.</title>
        <cusip>98139AAA3</cusip>
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          <isin value="US98139AAA34"/>
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        <balance>3000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2957426.34000000</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>2026-08-15</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>Workiva Inc</name>
              <title>Workiva Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="98139A105"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="12.47560000" 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>LIVE NATION ENTERTAINMEN</name>
        <lei>5493007B9BM9ZXJINO78</lei>
        <title>Live Nation Entertainment, Inc.</title>
        <cusip>538034AT6</cusip>
        <identifiers>
          <isin value="US538034AT63"/>
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        <balance>4000000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3498403.60000000</valUSD>
        <pctVal>0.646970193519</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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            <dbtSecRefInstrument>
              <name>Live Nation Entertainment Inc</name>
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      <invstOrSec>
        <name>INTEGRA LIFESCIENCES HLD</name>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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            <currencyInfo convRatio="13.57390000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>The Bank Of New York Mellon</name>
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              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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      <invstOrSec>
        <name>DUFRY ONE BV</name>
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        <isRestrictedSec>N</isRestrictedSec>
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            <dbtSecRefInstrument>
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        <name>The Bank Of New York Mellon</name>
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      <invstOrSec>
        <name>LEVI STRAUSS &amp; CO</name>
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        <title>Levi Strauss &amp; Co.</title>
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          <isin value="US52736RBH49"/>
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          <maturityDt>2025-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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      <invstOrSec>
        <name>TELADOC HEALTH INC</name>
        <lei>549300I2PVFBC9MFAC61</lei>
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        <debtSec>
          <maturityDt>2027-06-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
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          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Teladoc Inc</name>
              <title>Teladoc Inc</title>
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          <currencyInfos>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>Morgan Stanley</name>
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        <name>AMERICAN AIRLINES INC</name>
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        <title>American Airlines, Inc.</title>
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        <securityLending>
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      <invstOrSec>
        <name>SMART INSIGHT INTL LTD</name>
        <lei>549300EOTSWYWE1BC269</lei>
        <title>Smart Insight International Ltd.</title>
        <cusip>AV8268402</cusip>
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          <isin value="XS1914667057"/>
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        <balance>10000000.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>VG</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Country Garden Holdings Co Ltd</name>
              <title>Country Garden Holdings Co Ltd</title>
              <curCd>HKD</curCd>
              <identifiers>
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          <currencyInfos>
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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>TALEN ENERGY SUPPLY LLC</name>
        <lei>K5K33XN0PQAU1XF7NN66</lei>
        <title>Talen Energy Supply LLC</title>
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      <invstOrSec>
        <name>HERBALIFE/HLF FINANCING</name>
        <lei>N/A</lei>
        <title>Herbalife Nutrition Limited / HLF Financing, Inc.</title>
        <cusip>42704MAA0</cusip>
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        <invCountry>US</invCountry>
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        <debtSec>
          <maturityDt>2025-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.87500000</annualizedRt>
          <isDefault>N</isDefault>
          <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>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>2546000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2033350.17000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-02-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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        <name>The Bank Of New York Mellon</name>
        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <balance>-1281667.00000000</balance>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
        <invCountry>US</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
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      <invstOrSec>
        <name>REALPAGE INC</name>
        <lei>5493001RSFZX4122A604</lei>
        <title>RealPage, Inc.</title>
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        <balance>1432000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1547421.77000000</valUSD>
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        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>RealPage Inc</title>
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          <delta>XXXX</delta>
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      <invstOrSec>
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        <lei>549300TPLK304J3RNC85</lei>
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        <name>II-VI INC</name>
        <lei>549300O5C25A0MMHHU33</lei>
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      <invstOrSec>
        <name>ADVISOR GROUP HOLDINGS I</name>
        <lei>N/A</lei>
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        <cusip>00791GAA5</cusip>
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          <isin value="US00791GAA58"/>
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        <curCd>USD</curCd>
        <valUSD>2555016.85000000</valUSD>
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          <maturityDt>2027-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>10.75000000</annualizedRt>
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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>41637.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2450337.45000000</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>4.56560000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>N/A</name>
              <title>CNP Var 9/29 EC181642 Corp</title>
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                <ticker value=".CVBCN01"/>
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          <currencyInfos>
            <currencyInfo convRatio="1.00000000" curCd="USD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>BRINK'S CO/THE</name>
        <lei>XFP140TFNOQMIVFTVQ13</lei>
        <title>Brink's Co.</title>
        <cusip>109696AA2</cusip>
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          <isin value="US109696AA22"/>
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        <balance>2665000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>2718713.08000000</valUSD>
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        <assetCat>DBT</assetCat>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</annualizedRt>
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      <invstOrSec>
        <name>AbbVie Inc</name>
        <lei>FR5LCKFTG8054YNNRU85</lei>
        <title>AbbVie, Inc.</title>
        <cusip>00287Y109</cusip>
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        <curCd>USD</curCd>
        <valUSD>3321850.00000000</valUSD>
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        <assetCat>EC</assetCat>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      <invstOrSec>
        <name>ZHONGSHENG GROUP</name>
        <lei>3003005VYMEBAJNJ2Y26</lei>
        <title>Zhongsheng Group Holdings Ltd.</title>
        <cusip>BJ4661549</cusip>
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          <isin value="XS2171663227"/>
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        <balance>7000000.00000000</balance>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>KY</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zhongsheng Group Holdings Ltd</name>
              <title>Zhongsheng Group Holdings Ltd</title>
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            <currencyInfo convRatio="21923.51430000" curCd="HKD"/>
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          <delta>XXXX</delta>
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      <invstOrSec>
        <name>INSULET CORPORATION</name>
        <lei>549300TZTYD2PYN92D43</lei>
        <title>Insulet Corp.</title>
        <cusip>45784PAJ0</cusip>
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          <isin value="US45784PAJ03"/>
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        <balance>2860000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3302470.60000000</valUSD>
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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>0.37500000</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>Insulet Corp</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="45784P101"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.41050000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>WPX ENERGY INC</name>
        <lei>ZXZE9GCS2BB547GJW219</lei>
        <title>WPX Energy, Inc.</title>
        <cusip>98212BAL7</cusip>
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          <isin value="US98212BAL71"/>
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        <balance>2073000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1933787.69000000</valUSD>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2030-01-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.50000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>Honeywell International Inc</name>
        <lei>ISRPG12PN4EIEOEMW547</lei>
        <title>Honeywell International, Inc.</title>
        <cusip>438516106</cusip>
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        <balance>25000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3734250.00000000</valUSD>
        <pctVal>0.690585970455</pctVal>
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        <assetCat>EC</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
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        <fairValLevel>1</fairValLevel>
        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <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>2976000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3742320.00000000</valUSD>
        <pctVal>0.692078379582</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.75000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>Snap Inc</title>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>RAPID7 INC</name>
        <lei>549300GNVG5D60KEYN14</lei>
        <title>Rapid7, Inc.</title>
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        <curCd>USD</curCd>
        <valUSD>886675.00000000</valUSD>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>1.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Rapid7 Inc</name>
              <title>Rapid7 Inc</title>
              <curCd>USD</curCd>
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          <currencyInfos>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>PARSLEY ENERGY LLC/FINAN</name>
        <lei>N/A</lei>
        <title>Parsley Energy LLC / Parsley Finance Corp.</title>
        <cusip>701885AH8</cusip>
        <identifiers>
          <isin value="US701885AH87"/>
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        <balance>1647000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1728320.63000000</valUSD>
        <pctVal>0.319623479822</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-10-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>OCCIDENTAL PETROLEUM COR</name>
        <lei>IM7X0T3ECJW4C1T7ON55</lei>
        <title>Occidental Petroleum Corp.</title>
        <cusip>674599CH6</cusip>
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          <isin value="US674599CH65"/>
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        <balance>5342000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4847865.00000000</valUSD>
        <pctVal>0.896530107963</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>3.40000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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        <securityLending>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>MICHAELS STORES INC</name>
        <lei>BV4WJ23XIGNG4UDYEK73</lei>
        <title>Michaels Stores, Inc.</title>
        <cusip>594087AU2</cusip>
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          <isin value="US594087AU28"/>
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        <balance>2446000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2314821.02000000</valUSD>
        <pctVal>0.428086743128</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-07-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.00000000</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>
        <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"/>
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        <balance>-29400610.00000000</balance>
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        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
        <valUSD>-3228.36000000</valUSD>
        <pctVal>-0.00059703022</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>3790344.90000000</amtCurPur>
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      <invstOrSec>
        <name>TWILIO INC</name>
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            <dbtSecRefInstrument>
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          <delta>XXXX</delta>
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        <name>CNX RESOURCES CORP</name>
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      <invstOrSec>
        <name>AXA SA</name>
        <lei>F5WCUMTUM4RKZ1MAIE39</lei>
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        <invCountry>FR</invCountry>
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        <name>CALUMET SPECIALTY PROD</name>
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        <name>J2 GLOBAL COMMUNICATIONS</name>
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        <name>MARRIOTT INTERNATIONAL</name>
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        <name>SERVICENOW INC</name>
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        <name>ON SEMICONDUCTOR CORP</name>
        <lei>ZV20P4CNJVT8V1ZGJ064</lei>
        <title>ON Semiconductor Corp.</title>
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      <invstOrSec>
        <name>OCADO GROUP PLC</name>
        <lei>213800LO8F61YB8MBC74</lei>
        <title>Ocado Group plc</title>
        <cusip>BJ9936037</cusip>
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              <title>Ocado Group PLC</title>
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      <invstOrSec>
        <name>TEMPUR SEALY INTL INC</name>
        <lei>549300HFEKVR3US71V91</lei>
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        <name>RACKSPACE HOSTIN</name>
        <lei>549300QTYCKLMFSE8I97</lei>
        <title>Rackspace Hosting, Inc.</title>
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        <name>HUAZHU GROUP LTD</name>
        <lei>549300Y5ML31FVN83730</lei>
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        <invCountry>KY</invCountry>

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            <dbtSecRefInstrument>
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              <title>China Lodging Group Ltd</title>
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        <name>Visa Inc</name>
        <lei>549300JZ4OKEHW3DPJ59</lei>
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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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      <invstOrSec>
        <name>DELL INC</name>
        <lei>3E70L4WYANTIWWIPHC81</lei>
        <title>Dell, Inc.</title>
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          <isin value="US247025AE93"/>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2028-04-15</maturityDt>
          <couponKind>Fixed</couponKind>
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        <securityLending>
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          <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>393000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>871379.10000000</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>2024-11-15</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>
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          <currencyInfos>
            <currencyInfo convRatio="13.62100000" 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>BURLINGTON STORES INC</name>
        <lei>5299003Z37DVGKKC1W09</lei>
        <title>Burlington Stores, Inc.</title>
        <cusip>122017AA4</cusip>
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          <isin value="US122017AA43"/>
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        <invCountry>US</invCountry>
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          <maturityDt>2025-04-15</maturityDt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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            <dbtSecRefInstrument>
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              <title>Burlington Stores 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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          <maturityDt>2026-02-15</maturityDt>
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          <annualizedRt>1.75000000</annualizedRt>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Tabula Rasa HealthCare Inc</name>
              <title>Tabula Rasa HealthCare Inc</title>
              <curCd>USD</curCd>
              <identifiers>
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          <currencyInfos>
            <currencyInfo convRatio="14.29660000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>TRUCK HERO INC</name>
        <lei>54930007KT5CX7XNSD31</lei>
        <title>Truck Hero, Inc.</title>
        <cusip>897787AA5</cusip>
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          <isin value="US897787AA55"/>
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        <balance>1631000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>1710340.00000000</valUSD>
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        <invCountry>US</invCountry>
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        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-04-21</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>8.50000000</annualizedRt>
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        <securityLending>
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          <isLoanByFund>N</isLoanByFund>
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      <invstOrSec>
        <name>KBR INC</name>
        <lei>254900OFQDXZRKRCV808</lei>
        <title>KBR, Inc.</title>
        <cusip>48242WAB2</cusip>
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        <balance>3713000.00000000</balance>
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        <debtSec>
          <maturityDt>2023-11-01</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
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              <title>KBR Inc</title>
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        <name>NUANCE COMMUNICATIONS</name>
        <lei>AEMSOT3SS15TNMJCE605</lei>
        <title>Nuance Communications, Inc.</title>
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              <title>Nuance Communications Inc</title>
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        <name>COMPASS MINERALS INTERNA</name>
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      <invstOrSec>
        <name>ARCELORMITTAL SA</name>
        <lei>2EULGUTUI56JI9SAL165</lei>
        <title>ArcelorMittal S.A.</title>
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        <assetCat>EP</assetCat>
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        <invCountry>LU</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>1</fairValLevel>
        <securityLending>
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        <name>ASSURANT INC</name>
        <lei>H3F39CAXWQRVWURFXL38</lei>
        <title>Assurant, Inc.</title>
        <cusip>04621X207</cusip>
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        <balance>12990.00000000</balance>
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        <valUSD>1404089.10000000</valUSD>
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        <assetCat>EP</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>
        <name>MATCH GROUP FINANCECO 2</name>
        <lei>549300IPGK4BWL134U96</lei>
        <title>Match Group Financeco 2, Inc.</title>
        <cusip>44932FAA5</cusip>
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        <balance>2185000.00000000</balance>
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        <valUSD>3012307.62000000</valUSD>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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        <debtSec>
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          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>Match Group Inc</name>
              <title>Match Group Inc</title>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="11.42590000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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      </invstOrSec>
      <invstOrSec>
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        <lei>HPFHU0OQ28E4N0NFVK49</lei>
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        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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        <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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      <invstOrSec>
        <name>QVC INC</name>
        <lei>549300WBLU5NKPX5X472</lei>
        <title>QVC, Inc.</title>
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          <isin value="US747262AY90"/>
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        <balance>3154000.00000000</balance>
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          <couponKind>Fixed</couponKind>
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        <securityLending>
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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="US82967NBC11"/>
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        <curCd>USD</curCd>
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        <debtSec>
          <maturityDt>2029-07-01</maturityDt>
          <couponKind>Fixed</couponKind>
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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>3313000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>3618241.33000000</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>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>N/A</name>
              <title>LMCA 1.375 10/15/23</title>
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                <ticker value=".CVBLM01"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="21.08590000" 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>RAG-STIFTUNG</name>
        <lei>529900C4BQB2G2UM9E04</lei>
        <title>RAG-Stiftung</title>
        <cusip>BJ9815504</cusip>
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          <isin value="DE000A3E44N7"/>
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        <balance>800000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
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        <pctVal>0.175331471634</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-17</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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          <currencyInfos>
            <currencyInfo convRatio="3465.00300000" 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>DANA FINANCING LUX SARL</name>
        <lei>222100DKCE3D036DQU13</lei>
        <title>Dana Financing Luxembourg Sarl</title>
        <cusip>235822AA1</cusip>
        <identifiers>
          <isin value="US235822AA14"/>
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        <balance>2491000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2630807.38000000</valUSD>
        <pctVal>0.486523041467</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-01</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>ROYAL CARIBBEAN CRUISES</name>
        <lei>K2NEH8QNVW44JIWK7Z55</lei>
        <title>Royal Caribbean Cruises Ltd.</title>
        <cusip>780153BA9</cusip>
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          <isin value="US780153BA90"/>
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        <balance>11085000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>10567933.97000000</valUSD>
        <pctVal>1.954359492906</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LR</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
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          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Royal Caribbean Cruises Ltd</name>
              <title>Royal Caribbean Cruises Ltd</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="LR0008862868"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="13.86720000" 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>PNC Financial Services Group I</name>
        <lei>CFGNEKW0P8842LEUIA51</lei>
        <title>PNC Financial Services Group, Inc.</title>
        <cusip>693475105</cusip>
        <identifiers>
          <isin value="US6934751057"/>
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        <balance>25000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2666750.00000000</valUSD>
        <pctVal>0.493170017195</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>ZENDESK INC</name>
        <lei>549300SLI6BN94BKKO36</lei>
        <title>Zendesk, Inc.</title>
        <cusip>98936JAC5</cusip>
        <identifiers>
          <isin value="US98936JAC53"/>
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        <balance>1067000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1207742.95000000</valUSD>
        <pctVal>0.223351499547</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.62500000</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="9.19440000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>SILICON LABORATORIES INC</name>
        <lei>4PRDF8Q9TDHRVZKZSZ47</lei>
        <title>Silicon Laboratories, Inc.</title>
        <cusip>826919AC6</cusip>
        <identifiers>
          <isin value="US826919AC61"/>
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        <balance>4691000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5165611.59000000</valUSD>
        <pctVal>0.955291930877</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>0.62500000</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="8.14980000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>LIGAND PHARMACEUTICALS I</name>
        <lei>5493008K7TB0IKP37H79</lei>
        <title>Ligand Pharmaceuticals, Inc.</title>
        <cusip>53220KAF5</cusip>
        <identifiers>
          <isin value="US53220KAF57"/>
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        <balance>6000000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5514021.96000000</valUSD>
        <pctVal>1.019724497920</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>0.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Ligand Pharmaceuticals Inc</name>
              <title>Ligand Pharmaceuticals Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="53220K504"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.02440000" 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 CHF</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.CHF5"/>
        </identifiers>
        <balance>-2551763.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="CHF" exchangeRt="0.90970000"/>
        <valUSD>-105272.72000000</valUSD>
        <pctVal>-0.01946839753</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>2551763.00000000</amtCurSold>
            <curSold>CHF</curSold>
            <amtCurPur>2703196.04000000</amtCurPur>
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            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-105272.72000000</unrealizedAppr>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <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.USD12"/>
        </identifiers>
        <balance>365000.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>6923.24000000</valUSD>
        <pctVal>0.001280335385</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>425089.59000000</amtCurSold>
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            <amtCurPur>365000.00000000</amtCurPur>
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            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>6923.24000000</unrealizedAppr>
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        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ONEMAIN FINANCE CORP</name>
        <lei>5493008I795YYBFWFU90</lei>
        <title>OneMain Finance Corp.</title>
        <cusip>85172FAD1</cusip>
        <identifiers>
          <isin value="US85172FAD15"/>
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        <balance>1255000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1326880.13000000</valUSD>
        <pctVal>0.245383892951</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2021-10-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>7.75000000</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PALO ALTO NETWORKS</name>
        <lei>549300QXR2YVZV231H43</lei>
        <title>Palo Alto Networks, Inc.</title>
        <cusip>697435AE5</cusip>
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          <isin value="US697435AE51"/>
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        <balance>5698000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>6194126.86000000</valUSD>
        <pctVal>1.145498321949</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-06-01</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>Palo Alto Networks Inc</name>
              <title>Palo Alto Networks Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="697435105"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.36020000" 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>JAZZ INVESTMENTS I LTD</name>
        <lei>N/A</lei>
        <title>Jazz Investments I Ltd.</title>
        <cusip>472145AE1</cusip>
        <identifiers>
          <isin value="US472145AE19"/>
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        <balance>5654000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>5848356.25000000</valUSD>
        <pctVal>1.081553933581</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>BM</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-06-15</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>Jazz Pharmaceuticals PLC</name>
              <title>Jazz Pharmaceuticals PLC</title>
              <curCd>USD</curCd>
              <identifiers>
                <isin value="IE00B4Q5ZN47"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="6.41820000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <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>1036000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1592607.49000000</valUSD>
        <pctVal>0.294525644784</pctVal>
        <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>
          <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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="3.93180000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>GOLDEN NUGGET INC</name>
        <lei>91D14OD6M4H1RVBN7R43</lei>
        <title>Golden Nugget, Inc.</title>
        <cusip>38113YAE9</cusip>
        <identifiers>
          <isin value="US38113YAE95"/>
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        <balance>1997000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1385418.75000000</valUSD>
        <pctVal>0.256209614234</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>6.75000000</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>AIR CANADA</name>
        <lei>4B4HI3CGXMBDC0G6BM51</lei>
        <title>Air Canada</title>
        <cusip>008911BE8</cusip>
        <identifiers>
          <isin value="US008911BE87"/>
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        <balance>1195000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1254750.00000000</valUSD>
        <pctVal>0.232044653258</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>CA</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</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>Air Canada</name>
              <title>Air Canada</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="008911877"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="65.13370000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>CSC HOLDINGS LLC</name>
        <lei>3HG2WD2W22M120IUNG49</lei>
        <title>CSC Holdings LLC</title>
        <cusip>126307AZ0</cusip>
        <identifiers>
          <isin value="US126307AZ02"/>
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        <balance>3294000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3777806.25000000</valUSD>
        <pctVal>0.698640957447</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2029-02-01</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>Coca-Cola Co/The</name>
        <lei>UWJKFUJFZ02DKWI3RY53</lei>
        <title>Coca-Cola Co.</title>
        <cusip>191216100</cusip>
        <identifiers>
          <isin value="US1912161007"/>
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        <balance>50000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>2362000.00000000</valUSD>
        <pctVal>0.436811692365</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>PLANTRONICS INC</name>
        <lei>5493006O3W5M472F6668</lei>
        <title>Plantronics, Inc.</title>
        <cusip>727493AB4</cusip>
        <identifiers>
          <isin value="US727493AB41"/>
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        <balance>1496000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1418679.24000000</valUSD>
        <pctVal>0.262360575676</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2023-05-31</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>5.50000000</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>SQUARE INC</name>
        <lei>549300OHIIUWSTIZME52</lei>
        <title>Square, Inc.</title>
        <cusip>852234AE3</cusip>
        <identifiers>
          <isin value="US852234AE30"/>
        </identifiers>
        <balance>1033000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1374125.51000000</valUSD>
        <pctVal>0.254121121738</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-03-01</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>Square Inc</name>
              <title>Square Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="852234103"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="8.26410000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <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>1594567.60000000</valUSD>
        <pctVal>0.294888133762</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>
          <isPaidKind>N</isPaidKind>
          <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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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1084.71650000" 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>VISTAJET MALTA/XO MGMT</name>
        <lei>N/A</lei>
        <title>VistaJet Malta Finance plc / XO Management Holding, Inc.</title>
        <cusip>92840JAA7</cusip>
        <identifiers>
          <isin value="US92840JAA79"/>
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        <balance>692000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>624602.66000000</valUSD>
        <pctVal>0.115509629538</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>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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORTHO-CLINICAL INC/SA</name>
        <lei>N/A</lei>
        <title>Ortho-Clinical Diagnostics Incorporated / Ortho-Clinical Diagnostics S.A.</title>
        <cusip>68752DAA6</cusip>
        <identifiers>
          <isin value="US68752DAA63"/>
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        <balance>2623000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2749231.88000000</valUSD>
        <pctVal>0.508423636836</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2028-02-01</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>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>PAGERDUTY INC.</name>
        <lei>549300U1SB749EDAGH21</lei>
        <title>PagerDuty, Inc.</title>
        <cusip>69553PAA8</cusip>
        <identifiers>
          <isin value="US69553PAA84"/>
        </identifiers>
        <balance>4763000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4980197.08000000</valUSD>
        <pctVal>0.921002673509</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-07-01</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>PagerDuty Inc</name>
              <title>PagerDuty Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="69553P100"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="24.95070000" 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 GBP</title>
        <cusip>N/A</cusip>
        <identifiers>
          <other otherDesc="Internal ID" value="CC.USD.GBP1"/>
        </identifiers>
        <balance>-797250.00000000</balance>
        <units>NC</units>
        <currencyConditional curCd="GBP" exchangeRt="0.76190500"/>
        <valUSD>-43366.71000000</valUSD>
        <pctVal>-0.00801993479</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>797250.00000000</amtCurSold>
            <curSold>GBP</curSold>
            <amtCurPur>1003269.76000000</amtCurPur>
            <curPur>USD</curPur>
            <settlementDt>2020-09-11</settlementDt>
            <unrealizedAppr>-43366.71000000</unrealizedAppr>
          </fwdDeriv>
        </derivativeInfo>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>J2 GLOBAL</name>
        <lei>5493008OJYGLHD7MXA18</lei>
        <title>J2 Global, Inc.</title>
        <cusip>48123VAD4</cusip>
        <identifiers>
          <isin value="US48123VAD47"/>
        </identifiers>
        <balance>550000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>420091.13000000</valUSD>
        <pctVal>0.077688703405</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>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>J2 Global Inc</name>
              <title>J2 Global Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="48123V102"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="7.98640000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>Harvest International Co</name>
        <lei>N/A</lei>
        <title>Harvest International Co.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="XS1716796641"/>
        </identifiers>
        <balance>6000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="HKD" exchangeRt="7.75020000"/>
        <valUSD>822559.42000000</valUSD>
        <pctVal>0.152118362540</pctVal>
        <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>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <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>
              <identifiers>
                <isin value="BMG423131256"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="30303.03030000" curCd="HKD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ZALANDO SE</name>
        <lei>529900YRFFGH5AXU4S86</lei>
        <title>Zalando SE</title>
        <cusip>BK7156551</cusip>
        <identifiers>
          <isin value="DE000A3E4589"/>
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        <balance>500000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>607094.07000000</valUSD>
        <pctVal>0.112271713861</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>DE</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-08-06</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.05000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Zalando SE</name>
              <title>Zalando SE</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="DE000ZAL1111"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1141.06400000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>BLOOMIN BRANDS INC</name>
        <lei>E1UJ2GO305B5FXGV7N04</lei>
        <title>Bloomin' Brands, Inc.</title>
        <cusip>094235AA6</cusip>
        <identifiers>
          <isin value="US094235AA65"/>
        </identifiers>
        <balance>4686000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>5878001.25000000</valUSD>
        <pctVal>1.087036271693</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>5.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Bloomin' Brands Inc</name>
              <title>Bloomin' Brands Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="094235108"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="84.12200000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>RH</name>
        <lei>5493008MTS3OGGMHGK69</lei>
        <title>RH</title>
        <cusip>74967XAC7</cusip>
        <identifiers>
          <isin value="US74967XAC74"/>
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        <balance>597000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>881108.53000000</valUSD>
        <pctVal>0.162946023771</pctVal>
        <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>None</couponKind>
          <annualizedRt>0.00000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>RH</name>
              <title>RH</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="74967X103"/>
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            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="4.73040000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ANTHEM INC</name>
        <lei>8MYN82XMYQH89CTMTH67</lei>
        <title>Anthem, Inc.</title>
        <cusip>94973VBG1</cusip>
        <identifiers>
          <isin value="US94973VBG14"/>
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        <balance>110000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>419263.79000000</valUSD>
        <pctVal>0.077535700955</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
          <isDefault>N</isDefault>
          <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"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="14.01710000" curCd="USD"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>FORD MOTOR CREDIT CO LLC</name>
        <lei>UDSQCVRUX5BONN0VY111</lei>
        <title>Ford Motor Credit Company LLC</title>
        <cusip>345397YG2</cusip>
        <identifiers>
          <isin value="US345397YG20"/>
        </identifiers>
        <balance>1792000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1812697.60000000</valUSD>
        <pctVal>0.335227564099</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2024-01-09</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.81000000</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>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"/>
        </identifiers>
        <balance>3750000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>4181250.00000000</valUSD>
        <pctVal>0.773251011305</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>KORN/FERRY INTERNATIONAL</name>
        <lei>549300FOD20OM0GT5G40</lei>
        <title>Korn Ferry</title>
        <cusip>50067PAA7</cusip>
        <identifiers>
          <isin value="US50067PAA75"/>
        </identifiers>
        <balance>2109000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2174379.00000000</valUSD>
        <pctVal>0.402114382233</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>4.62500000</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>CENTRAL GARDEN &amp; PET CO</name>
        <lei>5493004DVZLD37DJ0H83</lei>
        <title>Central Garden &amp; Pet Co.</title>
        <cusip>153527AL0</cusip>
        <identifiers>
          <isin value="US153527AL06"/>
        </identifiers>
        <balance>1419000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1464968.51000000</valUSD>
        <pctVal>0.270920988194</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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>ORPEA</name>
        <lei>969500LHIH3NT7PK1V89</lei>
        <title>Orpea</title>
        <cusip>ZS6392717</cusip>
        <identifiers>
          <isin value="FR0013418795"/>
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        <balance>7756.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="EUR" exchangeRt="0.84566600"/>
        <valUSD>1337695.52000000</valUSD>
        <pctVal>0.247384015224</pctVal>
        <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>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Orpea</name>
              <title>Orpea</title>
              <curCd>EUR</curCd>
              <identifiers>
                <isin value="FR0000184798"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="1.01100000" curCd="EUR"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>Sony Corp</name>
        <lei>N/A</lei>
        <title>Sony Corp.</title>
        <cusip>N/A</cusip>
        <identifiers>
          <isin value="JP343500PF78"/>
        </identifiers>
        <balance>45000000.00000000</balance>
        <units>PA</units>
        <currencyConditional curCd="JPY" exchangeRt="105.73000000"/>
        <valUSD>688170.67000000</valUSD>
        <pctVal>0.127265450888</pctVal>
        <payoffProfile>Long</payoffProfile>
        <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>
                <isin value="JP3435000009"/>
              </identifiers>
            </dbtSecRefInstrument>
          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="199.77630000" curCd="JPY"/>
          </currencyInfos>
          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>AutoZone Inc</name>
        <lei>GA3JGKJ41LJKXDN23E90</lei>
        <title>AutoZone, Inc.</title>
        <cusip>053332102</cusip>
        <identifiers>
          <isin value="US0533321024"/>
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        <balance>2500.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3018550.00000000</valUSD>
        <pctVal>0.558229438607</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>WATCO COS LLC/FINANCE CO</name>
        <lei>N/A</lei>
        <title>Watco Companies LLC / Watco Finance Corp.</title>
        <cusip>941130AB2</cusip>
        <identifiers>
          <isin value="US941130AB21"/>
        </identifiers>
        <balance>666000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>714285.00000000</valUSD>
        <pctVal>0.132094851685</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2027-06-15</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>6.50000000</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>NUVASIVE INC</name>
        <lei>549300C5ZB4NZ6TWM881</lei>
        <title>NuVasive, Inc.</title>
        <cusip>670704AH8</cusip>
        <identifiers>
          <isin value="US670704AH83"/>
        </identifiers>
        <balance>1271000.00000000</balance>
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        <curCd>USD</curCd>
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        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
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          <maturityDt>2025-03-15</maturityDt>
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            <currencyInfo convRatio="10.71980000" curCd="USD"/>
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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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        <name>II-VI INC</name>
        <lei>549300O5C25A0MMHHU33</lei>
        <title>II-VI, Inc.</title>
        <cusip>902104AB4</cusip>
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          <isin value="US902104AB41"/>
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        <balance>586000.00000000</balance>
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        <curCd>USD</curCd>
        <valUSD>746647.21000000</valUSD>
        <pctVal>0.138079691532</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2022-09-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>0.25000000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>N</isContngtConvrtbl>
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            <dbtSecRefInstrument>
              <name>II-VI Inc</name>
              <title>II-VI Inc</title>
              <curCd>USD</curCd>
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                <cusip value="902104108"/>
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          <currencyInfos>
            <currencyInfo convRatio="21.25000000" 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>FLEXION THERAPEUTICS INC</name>
        <lei>549300X8HYW1HZKCDG90</lei>
        <title>Flexion Therapeutics, Inc.</title>
        <cusip>33938JAB2</cusip>
        <identifiers>
          <isin value="US33938JAB26"/>
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        <balance>1169000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>997303.13000000</valUSD>
        <pctVal>0.184434237094</pctVal>
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        <assetCat>DBT</assetCat>
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        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2024-05-01</maturityDt>
          <couponKind>Fixed</couponKind>
          <annualizedRt>3.37500000</annualizedRt>
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          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
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              <name>Flexion Therapeutics Inc</name>
              <title>Flexion Therapeutics Inc</title>
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            <currencyInfo convRatio="37.34130000" curCd="USD"/>
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          <delta>XXXX</delta>
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          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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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.JPY2"/>
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        <balance>-368547800.00000000</balance>
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        <valUSD>-49808.67000000</valUSD>
        <pctVal>-0.00921126563</pctVal>
        <payoffProfile>N/A</payoffProfile>
        <assetCat>DFE</assetCat>
        <issuerConditional desc="Derivative" issuerCat="OTHER"/>
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          <fwdDeriv derivCat="FWD">
            <counterparties>
              <counterpartyName>THE BANK OF NEW YORK MELLON</counterpartyName>
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            <amtCurPur>3437727.83000000</amtCurPur>
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            <settlementDt>2020-09-11</settlementDt>
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        <name>DOMINION ENERGY INC</name>
        <lei>ILUL7B6Z54MRYCF6H308</lei>
        <title>Dominion Energy, Inc.</title>
        <cusip>25746U133</cusip>
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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>IONIS PHARMACEUTICALS IN</name>
        <lei>549300SI4ZGLG0BLUZ92</lei>
        <title>Ionis Pharmaceuticals, Inc.</title>
        <cusip>462222AA8</cusip>
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          <isin value="US462222AA85"/>
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        <curCd>USD</curCd>
        <valUSD>3305971.97000000</valUSD>
        <pctVal>0.611383239258</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>
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          </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>DANA INC</name>
        <lei>KVWHW7YLZPFJM8QYNJ51</lei>
        <title>Dana, Inc.</title>
        <cusip>235825AG1</cusip>
        <identifiers>
          <isin value="US235825AG15"/>
        </identifiers>
        <balance>333000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>350194.46000000</valUSD>
        <pctVal>0.064762504119</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>5.62500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>ALTERYX INC</name>
        <lei>549300XWZG0JHL7I0827</lei>
        <title>Alteryx, Inc.</title>
        <cusip>02156BAE3</cusip>
        <identifiers>
          <isin value="US02156BAE39"/>
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        <balance>900000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>1104835.50000000</valUSD>
        <pctVal>0.204320518433</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>US</invCountry>
        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2026-08-01</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>Alteryx Inc</name>
              <title>Alteryx Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="02156B103"/>
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          </dbtSecRefInstruments>
          <currencyInfos>
            <currencyInfo convRatio="5.28090000" curCd="USD"/>
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          <delta>XXXX</delta>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>MACY'S INC</name>
        <lei>529900NZQ81TIOW3CW52</lei>
        <title>Macy's, Inc.</title>
        <cusip>55616PAA2</cusip>
        <identifiers>
          <isin value="US55616PAA21"/>
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        <balance>2207000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2308433.72000000</valUSD>
        <pctVal>0.426905520722</pctVal>
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        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
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        <fairValLevel>2</fairValLevel>
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          <couponKind>Fixed</couponKind>
          <annualizedRt>8.37500000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
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          <isLoanByFund>N</isLoanByFund>
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      </invstOrSec>
      <invstOrSec>
        <name>NRG ENERGY INC</name>
        <lei>5E2UPK5SW04M13XY7I38</lei>
        <title>NRG Energy, Inc.</title>
        <cusip>629377CG5</cusip>
        <identifiers>
          <isin value="US629377CG50"/>
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        <balance>2962000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>3117611.60000000</valUSD>
        <pctVal>0.576549195230</pctVal>
        <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>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <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>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>INSMED INC</name>
        <lei>529900Q55QAG41CCAC11</lei>
        <title>Insmed, Inc.</title>
        <cusip>457669AA7</cusip>
        <identifiers>
          <isin value="US457669AA77"/>
        </identifiers>
        <balance>809000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>785203.22000000</valUSD>
        <pctVal>0.145209969254</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>1.75000000</annualizedRt>
          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
          <isMandatoryConvrtbl>N</isMandatoryConvrtbl>
          <isContngtConvrtbl>Y</isContngtConvrtbl>
          <dbtSecRefInstruments>
            <dbtSecRefInstrument>
              <name>Insmed Inc</name>
              <title>Insmed Inc</title>
              <curCd>USD</curCd>
              <identifiers>
                <cusip value="457669307"/>
              </identifiers>
            </dbtSecRefInstrument>
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          <currencyInfos>
            <currencyInfo convRatio="25.53840000" curCd="USD"/>
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          <delta>XXXX</delta>
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        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>NIELSEN CO LUX SARL/THE</name>
        <lei>549300MFMRJBOPHHM352</lei>
        <title>Nielsen Company Luxembourg SARL</title>
        <cusip>65410CAC4</cusip>
        <identifiers>
          <isin value="US65410CAC47"/>
        </identifiers>
        <balance>2096000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2157590.96000000</valUSD>
        <pctVal>0.399009720012</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>LU</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
        <debtSec>
          <maturityDt>2025-02-01</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>ALCOA NEDERLAND HOLDING</name>
        <lei>5493000UL1QLQLT1VQ42</lei>
        <title>Alcoa Nederland Holding BV</title>
        <cusip>013822AE1</cusip>
        <identifiers>
          <isin value="US013822AE11"/>
        </identifiers>
        <balance>1976000.00000000</balance>
        <units>PA</units>
        <curCd>USD</curCd>
        <valUSD>2132202.80000000</valUSD>
        <pctVal>0.394314611996</pctVal>
        <payoffProfile>Long</payoffProfile>
        <assetCat>DBT</assetCat>
        <issuerCat>CORP</issuerCat>
        <invCountry>NL</invCountry>

        <isRestrictedSec>N</isRestrictedSec>
        <fairValLevel>2</fairValLevel>
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          <maturityDt>2027-12-15</maturityDt>
          <couponKind>Fixed</couponKind>
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          <isDefault>N</isDefault>
          <areIntrstPmntsInArrs>N</areIntrstPmntsInArrs>
          <isPaidKind>N</isPaidKind>
        </debtSec>
        <securityLending>
          <isCashCollateral>N</isCashCollateral>
          <isNonCashCollateral>N</isNonCashCollateral>
          <isLoanByFund>N</isLoanByFund>
        </securityLending>
      </invstOrSec>
      <invstOrSec>
        <name>COLFAX CORP</name>
        <lei>635400OP2DYYYMOIYL17</lei>
        <title>Colfax Corp.</title>
        <cusip>194014205</cusip>
        <identifiers>
          <isin value="US1940142052"/>
        </identifiers>
        <balance>25000.00000000</balance>
        <units>NS</units>
        <curCd>USD</curCd>
        <valUSD>3145000.00000000</valUSD>
        <pctVal>0.581614213585</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>
    </invstOrSecs>
    <signature>
      <ncom:dateSigned>2020-08-31</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>
    </signature>
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<DOCUMENT>
<TYPE>NPORT-EX
<SEQUENCE>2
<FILENAME>gug80578.htm
<DESCRIPTION>ADVENT CONVERTIBLE AND INCOME FUND NQ
<TEXT>
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              <div>Advent Convertible and Income Fund</div>

            </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;">July 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 id="DSPFPageHeader"></div>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z6fc120cf8ee04514849efa2ab29c1e04" 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 style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">COMMON STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 9.6%</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 colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Consumer, Non-cyclical - 2.8%</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>Medtronic plc</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">50,000</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);">

          <div style="text-align: right;">$</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">4,824,000</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>Merck &amp; Company, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">56,500</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;">4,533,560</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>AbbVie, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">35,000</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;">3,321,850</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; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div>Coca-Cola Co.</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; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">2,362,000</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Consumer, Non-cyclical</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;">15,041,410</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Industrial - 1.9%</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>Honeywell International, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">25,000</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;">3,734,250</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>Union Pacific Corp.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">20,000</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;">3,467,000</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div>Caterpillar, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">25,000</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">3,322,000</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 Industrial</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;">10,523,250</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 - 1.7%</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; background-color: rgb(255, 255, 255);">

          <div>Gaming and Leisure Properties, Inc. REIT</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">75,000</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;">2,715,750</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>PNC Financial Services Group, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">25,000</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;">2,666,750</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>Visa, Inc. &#8212; Class&#160;A</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">10,000</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;">1,904,000</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div>Lamar Advertising Co. &#8212; Class&#160;A REIT</div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">25,000</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">1,643,250</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 Financial</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;">8,929,750</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;">Consumer, Cyclical - 1.4%</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>Walmart, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">35,000</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;">4,529,000</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div>AutoZone, Inc.*</div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">2,500</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;">3,018,550</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 Consumer, Cyclical</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;">7,547,550</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;">Energy - 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>Valero Energy Corp.</div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">70,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">3,936,100</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>ON Semiconductor Corp.*</div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">150,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">3,090,000</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;">Communications - 0.5%</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>AT&amp;T, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">100,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">2,958,000</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 style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="margin-left: 10pt;">(Cost $50,780,667)</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-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">52,026,060</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;">CONVERTIBLE PREFERRED STOCKS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 19.1%</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; 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;">Consumer, Non-cyclical - 4.6%</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>Becton Dickinson and Co. <br>

          </div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">133,926</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;">8,075,738</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: 9pt">6.00% due 06/01/23<sup style="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);">&#160;</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);">&#160;</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>Boston Scientific 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;">5.50% 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;">57,442</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;">6,450,162</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>Elanco Animal Health, Inc. <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" colspan="2" style="vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="margin-left: 9pt">5.00% due 02/01/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></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);">&#160;</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>Danaher Corp.</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">139,720</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;">5,520,337</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;">5.00% 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(255, 255, 255);">

          <div style="text-align: right;">2,573</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;">3,152,028</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>Avantor, 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;">6.25% due 05/15/22</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">12,241</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;">882,943</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>Bunge Ltd.</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;">4.88%<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;">7,646</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;">722,471</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Consumer, Non-cyclical</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;">24,803,679</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Financial - 3.4%</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>Wells Fargo &amp; Co.</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%<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;">6,000</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;">8,116,741</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>Bank of America 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;">7.25%<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;">5,295</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;">7,937,258</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>Assurant, 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 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;">12,990</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;">1,404,089</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>QTS Realty Trust, 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;">6.50%<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;">7,844</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;">1,260,609</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Financial</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-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">18,718,697</div>

        </td>

        <td style="width: 1%; vertical-align: top; padding-bottom: 2px; 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="font-weight: bold;">Technology - 3.3%</div>

        </td>

        <td rowspan="1" style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</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);">&#160;</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>Broadcom, 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;">8.00% due 09/30/22<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;">9,650</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;">11,009,782</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>Change Healthcare, 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;">6.00% due 06/30/22<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;">147,857</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;">6,659,479</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="font-weight: bold;">Total Technology</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; 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;">17,669,261</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <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: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Industrial - 2.4%</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>Stanley Black &amp; Decker, Inc.&#160;<sup style="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 style="text-align: right;"><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">5.00%<sup style="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;">3,125</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;">3,703,125</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 style="margin-left: 10pt;">5.25% 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(204, 238, 255);">

          <div style="text-align: right;">34,712</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;">3,313,608</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);">&#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;">5.75% 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(204, 238, 255);">

          <div style="text-align: right;">25,000</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;">3,145,000</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>II-VI, 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;">6.00% 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;">6,853</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;">1,548,976</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>Energizer Holdings, 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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">7.50% 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(204, 238, 255); padding-bottom: 2px;">

          <div style="text-align: right;">12,842</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); padding-bottom: 2px;">

          <div style="text-align: right;">1,290,621</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Industrial</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; 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;">13,001,330</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Utilities - 2.4%</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>NextEra Energy, 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;">5.28% due 03/01/23<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;">148,723</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;">7,204,142</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>PG&amp;E 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">5.50% due 08/16/23<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;">29,826</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;">2,997,513</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>Southern Co.</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;">6.75% due 08/01/22<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;">19,892</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;">917,419</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>Dominion Energy, 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;">7.25% due 06/01/22<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;">8,620</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;">897,170</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>American Electric Power Company, 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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">6.13% 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(204, 238, 255); padding-bottom: 2px;">

          <div style="text-align: right;">14,997</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); padding-bottom: 2px;">

          <div style="text-align: right;">773,845</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Utilities</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; 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;">12,790,089</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Basic Materials - 1.3%</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; background-color: rgb(255, 255, 255);">

          <div>International Flavors &amp; Fragrances, 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;">6.00% 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(204, 238, 255);">

          <div style="text-align: right;">93,088</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;">4,259,707</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>ArcelorMittal 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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">5.50% due 05/18/23<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); padding-bottom: 2px;">

          <div style="text-align: right;">100,000</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); padding-bottom: 2px;">

          <div style="text-align: right;">2,830,000</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Basic Materials</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; 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;">7,089,707</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Consumer, Cyclical - 1.1%</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>Aptiv plc</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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">5.50% due 06/15/23<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); padding-bottom: 2px;">

          <div style="text-align: right;">59,519</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); padding-bottom: 2px;">

          <div style="text-align: right;">6,082,842</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Communications - 0.6%</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right; font-family: 'Franklin Gothic Medium'; font-size: 1pt;">&#8211;</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);">

          <div style="text-align: right; font-family: 'Franklin Gothic Medium'; font-size: 1pt;">&#8211;</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>2020 Cash Mandatory Exchangeable Trust</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;">5.25% due 06/01/23*<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); padding-bottom: 2px;">

          <div style="text-align: right;">3,070</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;">3,198,909</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">(Cost $97,961,605)</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">103,354,514</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;">EXCHANGE-TRADED FUNDS<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">&#8224;</sup> - 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div>ProShares UltraPro Short QQQ*</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="text-align: right;">200,000</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;">1,186,000</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Exchange-Traded Funds</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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">(Cost $1,383,600)</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">1,186,000</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; 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> - 3.8%</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); padding-bottom: 2px;">

          <div>Morgan Stanley Institutional Liquidity Government Portfolio - Institutional Class, 0.04%<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,</sup><sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">2</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="text-align: right;">20,363,428</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); padding-bottom: 2px;">

          <div style="text-align: right;">20,363,428</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Money Market Fund</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">(Cost $20,363,428)</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">20,363,428</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>



  </table>

  <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>

      <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>

                <div>Advent Convertible and Income Fund</div>

              </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;">July 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><br>

    </div>

  </div>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 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>

        <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">

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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="font-weight: bold;">Technology -&#160;&#160;19.1%</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>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;">1.13% due 06/15/27<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;8,212,000</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;9,335,355</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>Rapid7, 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;">2.25% 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;5,377,000</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;6,603,494</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;">1.25% due 08/01/23</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;580,000</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;886,675</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <tr>

        <td style="width: 72%; vertical-align: top;">

          <div>Microchip Technology, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top;">&#160;</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; background-color: rgb(204, 238, 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(204, 238, 255);">

          <div style="text-align: right;">4,059,000</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);"><br>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">5,931,417</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>Silicon Laboratories, 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;">0.63% due 06/15/25<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;4,691,000</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;5,165,612</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>LivePerson, 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 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;3,788,000</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;4,828,512</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;3,580,000</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;4,114,350</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>Synaptics, 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;">0.50% 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;3,292,000</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;4,101,078</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>New Relic, 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;">0.50% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;4,000,000</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;3,995,076</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>Akamai Technologies, 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 05/01/25<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;1,666,000</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;2,169,873</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;">0.38% due 09/01/27<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;1,321,000</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;1,518,338</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>Workday, 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 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,707,000</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;3,653,457</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>ON Semiconductor 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;">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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,886,000</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;3,614,170</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>MongoDB, 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 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;2,695,000</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;3,502,056</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>STMicroelectronics N.V.</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 08/04/27<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <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;1,237,740</div>

        </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 08/04/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 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(204, 238, 255);">&#160;</td>

        <td style="width: 1%; 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;1,062,050</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;">&#160;due 07/03/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#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;818,763</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>Workiva, 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;">1.13% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,000,000</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;2,957,426</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>Lumentum Holdings, 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 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,508,000</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;2,935,392</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>Western Digital 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;">1.50% due 02/01/24<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;3,000,000</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;2,913,158</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>RingCentral, 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;">&#160;due 03/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,374,000</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;2,612,731</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>Pegasystems, 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;">0.75% due 03/01/25<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;2,000,000</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;2,248,091</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>Zscaler, 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;">0.13% due 07/01/25<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;1,853,000</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;2,111,715</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>Slack Technologies, 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 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;1,649,000</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;2,027,826</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>Insight Enterprises, 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;">0.75% 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;1,917,000</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;1,856,203</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>Cloudflare, 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;">0.75% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,197,000</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;1,603,232</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>Lenovo Group Ltd.</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 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>

        </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;1,594,567</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>RealPage, 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;">1.50% due 05/15/25<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;1,432,000</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;1,547,422</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>Coupa Software, 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;">0.38% 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;">&#160;&#160;1,211,000</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;1,518,384</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>Atos 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 11/06/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">EUR &#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;1,495,567</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>Verint Systems, 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;">1.50% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,382,000</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;1,389,824</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>Nuance Communications, 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;">1.25% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;862,000</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;1,294,839</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>Alteryx, 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;">1.00% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;900,000</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;1,104,836</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>Datadog, 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;">0.13% due 06/15/25<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;858,000</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;1,087,443</div>

        </td>

        <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: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">999,000</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);"><br>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">1,048,882</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>Innolux 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;">&#160;due 01/22/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</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;982,500</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>Cerence, 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;">3.00% due 06/01/25<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;742,000</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;965,575</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>J2 Global, 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 06/15/29<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;510,000</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;534,558</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;">1.75% due 11/01/26<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;550,000</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;420,091</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>Twilio, 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 06/01/23<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;229,000</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;895,616</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>Envestnet, 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;">1.75% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;661,000</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;879,347</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>ServiceNow, 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;">&#160;due 06/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;256,000</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;834,729</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>Tabula Rasa HealthCare, 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;">1.75% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;796,000</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;833,769</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>Teradyne, 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 12/15/23<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;291,000</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;824,912</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>Health Catalyst, 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>

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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;">2.50% 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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;300,000</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;403,125</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);">

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        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">&#160;</td>

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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-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;103,459,776</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 style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Communications -&#160;&#160;15.9%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Liberty Media 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;">2.75% due 12/01/49<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;6,927,000</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;6,643,858</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;">1.38% due 10/15/23</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,313,000</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;3,618,241</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;">2.25% due 12/01/48<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;3,214,000</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;3,353,367</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>Palo Alto Networks, 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;">0.38% due 06/01/25<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;5,698,000</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;6,194,127</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;">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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;4,086,000</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;4,723,831</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>Booking Holdings, 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;">0.75% 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;8,207,000</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;10,369,544</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>Viavi Solutions, 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;">1.00% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,386,000</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;4,160,479</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;">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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;3,000,000</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;3,592,270</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>DISH Network 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>

      </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;3,610,000</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;3,332,499</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;">2.38% due 03/15/24<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;1,998,000</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;1,838,904</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>PagerDuty, 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;">1.25% due 07/01/25<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;4,763,000</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;4,980,197</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>Proofpoint, 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 08/15/24<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;4,559,000</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;4,693,151</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>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</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>

        </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;3,200,625</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;">0.75% 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;674,000</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;713,176</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;2,976,000</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;3,742,320</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>Lyft, 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;">1.50% 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;3,000,000</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;3,223,548</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>Match Group Financeco 2, 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;">0.88% due 06/15/26<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;2,185,000</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;3,012,308</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>Zillow Group, 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;">2.75% due 05/15/25<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;1,214,000</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;1,598,393</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;">1.50% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,048,000</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;1,202,796</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>Okta, 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;">0.38% 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;">&#160;&#160;1,581,000</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;1,858,973</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>Zendesk, 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;">0.63% due 06/15/25<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;1,553,000</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;1,757,849</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>

      </tr>



  </table>

  <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>

    <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>

              <div>Advent Convertible and Income Fund</div>

            </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;">July 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>

  <div><br>

  </div>

  <div><br>

  </div>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 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>

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      <tr>

        <td colspan="2" style="vertical-align: top; background-color: rgb(204, 238, 255);">

          <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;">- 75.3% (continued)</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>

      </tr>

      <tr>

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          <div style="font-weight: bold;">Communications -&#160;&#160;15.9% (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 style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div>Etsy, 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;">0.13% 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(255, 255, 255);">

          <div style="text-align: right;">958,000</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);">$</td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">1,456,661</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>Yandex 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;">0.75% due 03/03/25</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,200,000</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;1,390,990</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>Bharti Airtel Ltd.</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;">1.50% due 02/17/25</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,050,000</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;1,195,362</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>Delivery Hero 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;">0.88% due 07/15/25<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;">EUR &#160;900,000</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;1,071,753</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>RealReal, 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;">3.00% due 06/15/25<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;989,000</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;1,053,211</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>GCI Liberty, 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;">1.75% 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;565,000</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;895,219</div>

        </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>Twitter, 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 06/15/24<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;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;796,800</div>

        </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>InterDigital, 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;">2.00% 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; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;409,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;422,786</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Communications</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;86,093,238</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;13.9%</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; 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>Royal Caribbean Cruises Ltd.</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;">4.25% due 06/15/23<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;11,085,000</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;10,567,934</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>Southwest Airlines Co.</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;">1.25% due 05/01/25<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;">&#160;&#160;7,707,000</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;8,972,127</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>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;">1.25% due 03/01/21<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;956,000</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;3,803,088</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;">2.00% due 05/15/24<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;673,000</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;3,111,817</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>Burlington Stores, 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;">2.25% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;5,843,000</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;6,567,574</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>Bloomin&#8217; Brands, 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;">5.00% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;4,479,000</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;5,618,346</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>NCL Corporation 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;">5.38% due 08/01/25<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;4,983,000</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;4,659,045</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 05/15/24<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;590,000</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;695,775</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>National Vision Holdings, 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 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,580,000</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;4,491,924</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>Penn National Gaming, 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;">2.75% 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;2,500,000</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;4,139,062</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>Live Nation Entertainment, 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 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;4,000,000</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;3,498,404</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>Dufry One BV</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;">1.00% due 05/04/23<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;">CHF &#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;3,207,221</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 Airlines Group, 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 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,000,000</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;2,491,585</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>Marriott Vacations Worldwide 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;">1.50% due 09/15/22<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;2,092,000</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;1,992,630</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>ANLLIAN Capital Ltd.</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 02/05/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">EUR &#160;1,500,000</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;1,686,641</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>Dick&#8217;s Sporting Goods, 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 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;884,000</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;1,334,566</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>Air Canada</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;">4.00% due 07/01/25<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;1,195,000</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;1,254,750</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>Zhongsheng Group Holdings Ltd.</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 05/21/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">HKD &#160;7,000,000</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;1,100,381</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>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>

        </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;1,060,300</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>Carnival 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;">5.75% due 04/01/23<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;634,000</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;921,868</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>

      </tr>



  </table>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div>RH</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 09/15/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">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);"><br>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">881,108</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>Harvest International Co.</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 11/21/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">HKD &#160;6,000,000</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;822,559</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>Sony 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;">&#160;due 09/30/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</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;45,000,000</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;688,171</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>Zalando 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;">0.05% due 08/06/25</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">EUR &#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;607,094</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>Huazhu Group Ltd.</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;">3.00% 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;541,000</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;569,679</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>Sabre GLBL, 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;">4.00% 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; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;455,000</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;557,377</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 style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

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        <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;75,301,026</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;13.3%</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; 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>Jazz Investments I Ltd.</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 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;">&#160;&#160;5,654,000</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;5,848,356</div>

        </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 08/15/24<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;2,200,000</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;2,083,125</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>NuVasive, 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 06/01/23<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;5,746,000</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;5,839,372</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;">0.38% due 03/15/25<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;1,271,000</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;1,189,246</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>Herbalife Nutrition Ltd.</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;">2.63% due 03/15/24<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;5,790,000</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;6,096,271</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>Ligand Pharmaceuticals, 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;">0.75% 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;6,000,000</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;5,514,022</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>Exact Sciences 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;">0.38% due 03/15/27<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;4,427,000</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;4,887,501</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>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;1,284,000</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;2,294,133</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;">0.13% due 03/01/25<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;1,033,000</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;1,374,125</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>DexCom, 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 11/15/25<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;3,377,000</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;3,657,713</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>Ionis Pharmaceuticals, 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 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;3,355,000</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;3,305,972</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>Insulet 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,860,000</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;3,302,471</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>Euronet Worldwide, 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 03/15/49<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>

        </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;2,917,500</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>BioMarin Pharmaceutical, 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>

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        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">1.25% 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;1,822,000</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;2,122,509</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>Teladoc Health, 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;">1.25% due 06/01/27<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;1,573,000</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;2,026,212</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>Supernus Pharmaceuticals, 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;">0.63% due 04/01/23<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;2,000,000</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;1,814,198</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>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>

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      <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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;1,036,000</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;1,592,608</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>LivaNova USA, 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>

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      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">3.00% due 12/15/25<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;1,482,000</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;1,558,638</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>Integra LifeSciences Holdings 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">0.50% due 08/15/25<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;1,609,000</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;1,502,342</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>

            <div>ORPEA</div>

          </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;">0.38% due 05/17/27<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;7,756**</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;1,337,695</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>Ocado Group plc</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;">0.75% due 01/18/27<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(204, 238, 255);">

          <div style="text-align: right;">GBP &#160;800,000</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;1,110,385</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>CONMED 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;">2.63% due 02/01/24<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;899,000</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;1,025,275</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <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>

    <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>

              <div>Advent Convertible and Income Fund</div>

            </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;">July 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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    </table>

  </div>

  <div><br>

  </div>

  <div><br>

  </div>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 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 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 colspan="1" style="width: 2%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

        <td style="width: 1%; 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>

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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>Flexion Therapeutics, 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;">3.38% 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;">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);">$</td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">997,303</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>Pacira BioSciences, 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;">0.75% due 08/01/25<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;976,000</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;996,101</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>Amadeus IT Group 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;">1.50% due 04/09/25<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;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;973,570</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>Sarepta Therapeutics, 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;">1.50% due 11/15/24<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;393,000</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;871,379</div>

        </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>GN Store Nord A/S</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;">&#160;due 05/21/24<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</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;859,569</div>

        </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>China Conch Venture</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;">&#160;due 09/05/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

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        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">HKD &#160;6,000,000</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;844,071</div>

        </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>Neurocrine Biosciences, 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;">2.25% due 05/15/24</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;490,000</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;812,578</div>

        </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>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>

      </tr>

      <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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;809,000</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;785,203</div>

        </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>Cantel Medical 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;">3.25% due 05/15/25<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;492,000</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;659,401</div>

        </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>Biocartis Group 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;">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>

        </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;641,315</div>

        </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>Korian 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;">0.88% due 03/06/27</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;10,020**</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;619,335</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>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>

      </tr>

      <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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;110,000</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;419,264</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>Worldline 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 07/30/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</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;">EUR &#160;2,400</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;3,518</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Consumer, Non-cyclical</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;71,882,276</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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Industrial -&#160;&#160;5.0%</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; 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</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;3,713,000</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;4,202,709</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>Scorpio Tankers, 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;">3.00% due 05/15/22</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,437,000</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;3,070,142</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>Kaman 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;">3.25% due 05/01/24</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;2,424,525</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>Sika A.G.</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;">0.15% due 06/05/25<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;">CHF &#160;1,520,000</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;2,027,731</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>Asia Cement 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;">&#160;due 09/21/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</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;1,833,557</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>Chart Industries, 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;">1.00% due 11/15/24<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;1,273,000</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;1,694,191</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>Cellnex Telecom 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;">1.50% due 01/16/26<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;">EUR &#160;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;1,500,148</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>SMART Global Holdings, 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;">2.25% 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;1,421,000</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;1,322,537</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>Safran 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;">&#160;due 06/21/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;7,672**</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;1,259,372</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>MINEBEA MITSUMI, 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;">&#160;due 08/03/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">JPY &#160;120,000,000</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;1,226,463</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>Taiwan Cement 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;">&#160;due 12/10/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;900,000</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;1,204,420</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>Zhen Ding Technology Holding Ltd.</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 06/30/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,100,000</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;1,178,375</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>OSI Systems, 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;">1.25% due 09/01/22</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,145,000</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;1,119,238</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>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>

        </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;1,096,615</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>Akka Technologies</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;">3.50% due 07/01/69</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>

        </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;808,830</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>

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  </table>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div>II-VI, 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;">0.25% due 09/01/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">586,000</div>

        </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;">746,647</div>

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      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Industrial</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;26,715,500</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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Financial -&#160;&#160;2.8%</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; 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>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>

      </tr>

      <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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;3,735,000</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;3,576,263</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>SBI Holdings, 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;">&#160;due 09/14/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">JPY &#160;90,000,000</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;1,157,265</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 style="margin-left: 10pt;">&#160;due 07/25/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">JPY &#160;60,000,000</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;574,696</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>Smart Insight International 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;">4.50% due 12/05/23</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">HKD &#160;10,000,000</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;1,482,323</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>JPMorgan Chase Bank North America</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 09/18/22<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">EUR &#160;1,100,000</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;1,383,339</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>Poseidon Finance 1 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;">&#160;due 02/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;1,262,000</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;1,239,915</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>IMMOFINANZ AG</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;">1.50% 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(204, 238, 255);">

          <div style="text-align: right;">EUR &#160;1,000,000</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;1,155,024</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>Blackstone Mortgage Trust, 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 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;1,198,000</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;1,131,417</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>Deutsche Wohnen SE</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;">0.33% 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(204, 238, 255);">

          <div style="text-align: right;">EUR &#160;800,000</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;1,030,511</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>LEG Immobilien AG</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;">0.88% 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(204, 238, 255);">

          <div style="text-align: right;">EUR &#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;865,377</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>PRA Group, 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;">3.50% due 06/01/23</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;756,000</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;802,078</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>BofA Finance LLC</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; padding-bottom: 2px; background-color: rgb(204, 238, 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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;738,000</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;732,212</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 Financial</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;15,130,420</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;">Energy -&#160;&#160;2.5%</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; 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>Pioneer Natural Resources 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;">0.25% 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;5,790,000</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;6,872,730</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>CNX Resources 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">2.25% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;4,000,000</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;4,050,000</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>RAG-Stiftung</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 06/17/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</sup></div>

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          <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(204, 238, 255);">&#160;</td>

        <td style="width: 1%; 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;948,081</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>BP Capital Markets plc</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;">1.00% due 04/28/23<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;">GBP &#160;700,000</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;936,904</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>Atlantica Sustainable Infrastructure Jersey 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>

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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;">4.00% due 07/15/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;574,000</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;589,829</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;13,397,544</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;">Basic Materials -&#160;&#160;1.6%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Allegheny Technologies, 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;">3.50% due 06/15/25<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;5,911,000</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;5,545,109</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>Osisko Gold Royalties 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;">4.00% due 12/31/22</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 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(204, 238, 255);">&#160;</td>

        <td style="width: 1%; 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;1,015,835</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>SSR Mining, 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>

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      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">2.50% due 04/01/39<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;562,000</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;858,688</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>Outokumpu Oyj</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;">5.00% due 07/09/25</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">EUR &#160;700,000</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;798,779</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <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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        <tr>

          <td style="width: 80.41%; vertical-align: middle;">

            <div>

              <div>Advent Convertible and Income Fund</div>

            </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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          <td style="width: 19.59%; vertical-align: middle;">

            <div style="text-align: right;">July 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>

  <div><br>

  </div>

  <div><br>

  </div>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 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>

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      <tr>

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        </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>

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          <div style="font-weight: bold;">Basic Materials -&#160;&#160;1.6% (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 style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div>Symrise 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; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="margin-left: 10pt;">0.24% due 06/20/24<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;">EUR 300,000</div>

        </td>

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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);">$</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;">456,836</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Basic Materials</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;8,675,247</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Utilities -&#160;&#160;1.2%</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; 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>NRG Energy, 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;">2.75% 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; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,962,000</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;3,117,612</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);">&#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;">4.57% due 09/15/29<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;41,637**</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;2,450,337</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 Yangtze Power International BVI 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; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="margin-left: 10pt;">&#160;due 11/09/21<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,4</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;975,000</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;989,342</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Utilities</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;6,557,291</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Total Convertible Bonds</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; 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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">(Cost $366,737,658)</div>

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        <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-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">407,212,318</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; background-color: rgb(255, 255, 255);">

          <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;">- 50.0%</font></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="font-weight: bold;">Consumer, Cyclical -&#160;&#160;11.0%</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; background-color: rgb(255, 255, 255);">

          <div>Tempur Sealy International, 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;">5.63% 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;4,000,000</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;4,080,420</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>Ford Motor Co.</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;">7.45% due 07/16/31<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;3,396,000</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;4,031,646</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>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<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;3,154,000</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;3,246,649</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>Six Flags Entertainment 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>

      </tr>

      <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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;3,220,000</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;3,063,605</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>Churchill Downs, 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 01/15/28<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;1,479,000</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;1,512,004</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;">5.50% due 04/01/27<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;1,376,000</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;1,442,826</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>Hilton Domestic Operating Company, 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;">4.88% due 01/15/30<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;2,761,000</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;2,898,442</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>Sally Holdings LLC / Sally 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;">5.63% due 12/01/25<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;">&#160;&#160;2,635,000</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;2,709,109</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>Scientific Games International, 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;">7.25% due 11/15/29<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;2,886,000</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;2,645,567</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>Dana Financing Luxembourg SARL</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 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,491,000</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;2,630,807</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>Wolverine World Wide, 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;">5.00% due 09/01/26<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;2,561,000</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;2,530,588</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>Brinker International, 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;">5.00% due 10/01/24<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;2,669,000</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;2,525,261</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>Michaels Stores, 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;">8.00% due 07/15/27<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;2,446,000</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;2,314,821</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>Macy&#8217;s, 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;">8.38% due 06/15/25<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;2,207,000</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;2,308,434</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>Staples, 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;">10.75% due 04/15/27<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;3,366,000</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;2,143,721</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>Marriott International, 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;">4.00% due 04/15/28<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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,317,000</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;1,334,270</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;">4.65% due 12/01/28<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;693,000</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;726,123</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>Downstream Development Authority of the Quapaw Tribe of Oklahoma</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;">10.50% due 02/15/23<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,546,000</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;2,033,350</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>Navistar International 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">6.63% due 11/01/25<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;1,977,000</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;2,031,575</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <tr>

        <td colspan="2" style="vertical-align: top;">

          <div>Ford Motor Credit Company LLC</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; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">3.81% due 01/09/24<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;">1,792,000</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);"><br>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">1,812,698</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>Hanesbrands, 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;">5.38% 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;1,673,000</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;1,800,566</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>Truck Hero, 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;">8.50% due 04/21/24<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;1,631,000</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;1,710,340</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>Tenneco, 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;">5.00% due 07/15/26<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;2,128,000</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;1,432,474</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>Golden Nugget, 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;">6.75% due 10/15/24<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;1,997,000</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;1,385,419</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>NCL Corporation 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;">3.63% 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;1,997,000</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;1,321,764</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>American Airlines, 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;">11.75% due 07/15/25<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;999,000</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;872,422</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>Live Nation Entertainment, 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;">6.50% due 05/15/27<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;668,000</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;718,955</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>Levi Strauss &amp; Co.</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;">5.00% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;693,000</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;711,188</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>Burlington Coat Factory Warehouse 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;">6.25% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;460,000</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;493,062</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>American Airlines Group, 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;">3.75% due 03/01/25<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;1,037,000</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;462,211</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>Dana, 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;">5.63% due 06/15/28<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;333,000</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;350,195</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>Winnebago Industries, 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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">6.25% due 07/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;165,000</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;174,797</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 Consumer, Cyclical</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;59,455,309</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;">Consumer, Non-cyclical -&#160;&#160;9.5%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Encompass Health 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>

      </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>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;3,309,000</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;3,436,744</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;">5.75% 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;1,170,000</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;1,184,748</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>Tenet Healthcare 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;">6.75% due 06/15/23<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;4,094,000</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;4,323,264</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>Land O&#8217;Lakes Capital Trust I</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;">7.45% due 03/15/28<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;3,750,000</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;4,181,250</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>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;">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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,940,000</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;2,316,893</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;">7.69% 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(204, 238, 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(204, 238, 255);">&#160;</td>

        <td style="width: 1%; 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;1,313,433</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>Magellan Health, 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;">4.90% 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(204, 238, 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(204, 238, 255);">&#160;</td>

        <td style="width: 1%; 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;3,604,522</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>Bausch Health Companies, 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;">7.25% due 05/30/29<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;3,008,000</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;3,313,869</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>

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          <div>HLF Financing SARL LLC / Herbalife International, 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;">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;2,776,000</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;2,919,144</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>Herbalife Nutrition Ltd. / HLF Financing, 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;">7.88% 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;2,635,000</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;2,868,856</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>Ortho-Clinical Diagnostics, Inc. / Ortho-Clinical Diagnostics S.A.</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 02/01/28<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;2,623,000</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;2,749,232</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>Horizon Therapeutics USA, 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;">5.50% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,511,000</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;2,733,299</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>Brink&#8217;s Co.</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;">4.63% due 10/15/27<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;2,665,000</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;2,718,713</div>

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        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <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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        <tr>

          <td style="width: 80.41%; vertical-align: middle;">

            <div>

              <div>Advent Convertible and Income Fund</div>

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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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            <div style="text-align: right;">July 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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    </table>

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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: rgb(0, 0, 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>

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          <div style="text-align: right; font-weight: bold;">Value</div>

        </td>

        <td style="width: 1%; vertical-align: top;">&#160;</td>

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        </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>

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          <div style="font-weight: bold;">Consumer, Non-cyclical -&#160;&#160;9.5% (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>Cardtronics, Inc. / Cardtronics USA, 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;">5.50% 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;">2,674,000</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);">$</td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">2,690,432</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;2,278,000</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;2,362,058</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>Korn Ferry</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;">4.63% due 12/15/27<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;2,109,000</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;2,174,379</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>Nielsen Company Luxembourg SARL</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;">5.00% due 02/01/25<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;2,096,000</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;2,157,591</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>ASGN, 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;">4.63% 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;1,976,000</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;2,023,799</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>Central Garden &amp; Pet Co.</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;">6.13% due 11/15/23<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;1,419,000</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;1,464,969</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;">5.13% 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;254,000</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;269,509</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>LifePoint Health, 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>

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      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">4.38% due 02/15/27<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;748,000</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;766,259</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>Land O&#8217; Lakes, 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>

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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>

        </td>

        <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>

        </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;48,089</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 Consumer, Non-cyclical</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;51,621,052</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;">Communications -&#160;&#160;6.3%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Altice France Holding 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;">10.50% due 05/15/27<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;3,594,000</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;4,126,362</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>VeriSign, 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;">4.63% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;4,054,000</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;4,117,567</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>AMC Networks, 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 12/15/22<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>

        </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;4,043,900</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>CSC Holdings LLC</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;">6.50% due 02/01/29<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;3,294,000</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;3,777,806</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>CommScope, 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;">8.25% 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;1,324,000</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;1,429,463</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;">7.13% due 07/01/28<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;1,332,000</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;1,411,880</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>Photo Holdings Merger Sub, 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;">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;2,603,634</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>CenturyLink, 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;">5.13% due 12/15/26<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,342,000</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;2,455,458</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>Gray Television, 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;">5.88% 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;2,323,000</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;2,408,068</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>Meredith 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;">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;2,626,000</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;2,286,786</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>MDC Partners, 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 05/01/24<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;2,283,000</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;2,166,590</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>Sirius XM Radio, 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;">5.50% due 07/01/29<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;1,392,000</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;1,553,389</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>Plantronics, 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;">5.50% due 05/31/23<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1,3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,496,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;1,418,679</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Communications</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;33,799,582</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; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Energy -&#160;&#160;5.9%</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; 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>Occidental Petroleum 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;">3.40% 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;5,342,000</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;4,847,865</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>Parkland 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;">5.88% due 07/15/27<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;3,040,000</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;3,229,437</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>Genesis Energy Limited Partnership / Genesis Energy 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;">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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;2,353,000</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;2,271,468</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;">6.25% due 05/15/26</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;774,000</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;728,380</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <tr>

        <td colspan="4" style="vertical-align: top;">

          <div>Endeavor Energy Resources Limited Partnership / EER Finance, Inc.</div>

        </td>

        <td style="width: 12%; vertical-align: top;">&#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 07/15/25<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;">2,672,000</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);"><br>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">2,811,452</div>

        </td>

        <td style="width: 1%; 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>Calumet Specialty Products Partners Limited Partnership / Calumet 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;">11.00% due 04/15/25<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,628,000</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;2,549,134</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>Comstock Resources, 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;">9.75% 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;2,498,000</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;2,503,446</div>

        </td>

        <td style="width: 1%; 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>Tallgrass Energy Partners Limited Partnership / Tallgrass Energy 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;">6.00% 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;2,672,000</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;2,434,192</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>WPX Energy, 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;">4.50% due 01/15/30<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;2,073,000</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;1,933,788</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;">5.88% due 06/15/28<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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;333,000</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;341,541</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>Indigo Natural Resources LLC</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;">6.88% 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;2,154,000</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;2,082,584</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>Parsley Energy LLC / Parsley 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;">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;1,647,000</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;1,728,321</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>PBF Holding Company LLC / PBF 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;">7.25% 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(255, 255, 255);">

          <div style="text-align: right;">&#160;&#160;1,263,000</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;1,146,305</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;">9.25% 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;334,000</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;373,714</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>PBF Logistics Limited Partnership / PBF Logistics 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;">6.88% 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;1,565,000</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;1,519,005</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>Alliance Resource Operating Partners Limited Partnership / Alliance Resource Finance Corp.</div>

        </td>

        <td rowspan="1" style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</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);">&#160;</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; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">7.50% due 05/01/25<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">3</sup></div>

        </td>

        <td style="width: 12%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;1,757,000</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;1,229,900</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;31,730,532</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;">Basic Materials -&#160;&#160;4.7%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Alcoa Nederland Holding BV</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;">6.75% due 09/30/24<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;4,000,000</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;4,182,900</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;">5.50% due 12/15/27<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;1,976,000</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;2,132,203</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>Commercial Metals Co.</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;">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>

        </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;3,156,259</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;">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>

        </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;3,145,935</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>Valvoline, 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;">4.25% due 02/15/30<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;2,818,000</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;2,966,649</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>New Gold, 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;">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;2,691,000</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;2,794,994</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>First Quantum Minerals 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;">7.25% due 04/01/23<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,524,000</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;2,539,081</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>Compass Minerals International, 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;">6.75% due 12/01/27<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;2,141,000</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;2,326,603</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>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); padding-bottom: 2px;">

          <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(204, 238, 255); padding-bottom: 2px;">

          <div style="text-align: right;">&#160;&#160;2,000,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;2,116,230</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Basic Materials</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; 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;25,360,854</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Industrial -&#160;&#160;4.6%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Sealed Air 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">4.88% due 12/01/22<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;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;5,255,075</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;">6.88% due 07/15/33<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;2,409,000</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;2,935,511</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>

  <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>

              <div>Advent Convertible and Income Fund</div>

            </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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          <td style="width: 19.59%; vertical-align: middle;">

            <div style="text-align: right;">July 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>

  <div><br>

  </div>

  <div><br>

  </div>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 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>

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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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          <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;">- 50.0% (continued)</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>

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      <tr>

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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>Trident TPI Holdings, 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;">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;">2,708,000</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);">$</td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">2,882,070</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>Louisiana-Pacific 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;">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;2,779,000</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;2,869,026</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>Covanta Holding 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;">6.00% due 01/01/27<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;2,671,000</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;2,773,994</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>MasTec, 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;">4.50% due 08/15/28<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;2,636,000</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;2,757,915</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>EnerSys</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;">4.38% due 12/15/27<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;2,720,000</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;2,756,516</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>Clean Harbors, 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;">4.88% due 07/15/27<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;1,724,000</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;1,830,543</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>Watco Companies LLC / Watco 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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">6.50% due 06/15/27<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); padding-bottom: 2px;">

          <div style="text-align: right;">&#160;&#160;666,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;714,285</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Industrial</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</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; 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;24,774,935</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Financial -&#160;&#160;3.7%</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; 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>Iron Mountain, 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;">5.25% due 07/15/30<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;3,218,000</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;3,380,912</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>Credit Acceptance 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;">6.63% due 03/15/26<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;2,512,000</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;2,632,890</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>Radian Group, 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;">4.88% due 03/15/27<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;2,635,000</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;2,561,391</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>Advisor Group Holdings, 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;">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>

        </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;2,555,017</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>OneMain Finance 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;">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;1,255,000</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;1,326,880</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;">6.63% due 01/15/28<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;988,000</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;1,133,868</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<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;1,764,000</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;2,444,658</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>NMI Holdings, 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;">7.38% due 06/01/25<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;1,654,000</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;1,800,470</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>CoreCivic, 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;">4.63% 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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;1,512,000</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;1,475,145</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>AG Issuer LLC</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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">6.25% due 03/01/28<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); padding-bottom: 2px;">

          <div style="text-align: right;">&#160;&#160;764,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;775,460</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Financial</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; 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;20,086,691</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Technology -&#160;&#160;3.4%</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>Amkor Technology, 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;">6.63% due 09/15/27<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;4,671,000</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;5,148,913</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255);">&#160;</td>

      </tr>



  </table>

  <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: rgb(0, 0, 0);" cellpadding="0" cellspacing="0">



      <tr>

        <td style="width: 72%; vertical-align: top;">

          <div>Seagate HDD Cayman</div>

        </td>

        <td style="width: 12%; vertical-align: top;">&#160;</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; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">5.75% due 12/01/34<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;">3,272,000</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);"><br>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">3,677,687</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>Rackspace Hosting, 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;">8.63% due 11/15/24<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;2,683,000</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;2,806,418</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>Western Digital 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="margin-left: 10pt;">4.75% due 02/15/26<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;2,519,000</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;2,739,715</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>Everi Payments, 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;">7.50% due 12/15/25<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;2,530,000</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;2,463,322</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>Dell, 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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">7.10% due 04/15/28<sup style="vertical-align: text-top; line-height: 1; font-size: smaller;">1</sup></div>

        </td>

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          <div style="text-align: right;">&#160;&#160;1,377,000</div>

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        <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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;1,664,187</div>

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        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

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      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

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        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; 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;18,500,242</div>

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        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#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;">Utilities -&#160;&#160;0.8%</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; 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="4" style="vertical-align: top; background-color: rgb(255, 255, 255);">

          <div>AmeriGas Partners Limited Partnership / AmeriGas Finance Corp.</div>

        </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 style="margin-left: 10pt;">5.75% due 05/20/27<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(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,230,000</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;2,448,328</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>Talen Energy Supply LLC</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;">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; background-color: rgb(204, 238, 255);">

          <div style="text-align: right;">&#160;&#160;2,143,000</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;1,666,836</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); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">7.63% due 06/01/28<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); padding-bottom: 2px;">

          <div style="text-align: right;">&#160;&#160;333,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;348,610</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">

          <div style="font-weight: bold;">Total Utilities</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</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; 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;4,463,774</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(204, 238, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Diversified -&#160;&#160;0.1%</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; 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="3" style="vertical-align: top; background-color: rgb(204, 238, 255);">

          <div>VistaJet Malta Finance plc / XO Management Holding, 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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">10.50% 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); padding-bottom: 2px;">

          <div style="text-align: right;">&#160;&#160;692,000</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;624,603</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Corporate Bonds</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">(Cost $259,364,930)</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">270,417,574</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><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;,5</sup>&#160;<font style="font-weight: bold;">- 0.5%</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>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Consumer, Cyclical -&#160;&#160;0.5%</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 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; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">2.93% (1 Month USD LIBOR + 2.75%, Rate Floor: 0.00%) due 07/31/24</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;2,382,068</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">&#160;2,297,206</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Senior Floating Rate Interests</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; 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 style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">

          <div style="margin-left: 10pt;">(Cost $2,379,488)</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</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; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">2,297,206</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255); padding-bottom: 2px;">&#160;</td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(204, 238, 255);">

          <div style="font-weight: bold;">Total Investments - 158.5%</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;">(Cost $798,971,376)</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);">

          <div style="text-align: right;">$</div>

        </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;">856,857,100</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;">Other Assets &amp; Liabilities, net - (58.5)%</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;">(316,142,912</div>

        </td>

        <td style="width: 1%; vertical-align: top; padding-bottom: 2px; background-color: rgb(204, 238, 255);">

          <div>)</div>

        </td>

      </tr>

      <tr>

        <td style="width: 72%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="font-weight: bold;">Total Net Assets - 100.0%</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);">

          <div style="text-align: right;">$</div>

        </td>

        <td style="width: 12%; vertical-align: top; background-color: rgb(255, 255, 255);">

          <div style="text-align: right;">540,714,188</div>

        </td>

        <td style="width: 1%; vertical-align: top; background-color: rgb(255, 255, 255);">&#160;</td>

      </tr>



  </table>

  <div> <br>

  </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>

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  <div>

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          <td style="width: 80.41%; vertical-align: middle;">

            <div>

              <div>Advent Convertible and Income Fund</div>

            </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;">July 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>

  <div> <br>

  </div>

  <div> <br>

  </div>

  <div>

    <div id="DSPFPageHeader"></div>

    <div></div>

    <table id="z4998d60f07ef47339e9be0d62b31cb03" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" border="0" cellpadding="0" cellspacing="0">



        <tr>

          <td colspan="18" style="vertical-align: bottom;" valign="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>

          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>

        </tr>

        <tr>

          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 16%;" 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 Sell</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: 12%;" 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: 12%;" 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 July 31, </div>

            <div style="text-align: right; font-weight: bold;">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 </div>

            <div style="text-align: right; font-weight: bold;">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: 16%; 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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>1,281,667</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">CAD</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>956,058</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>956,928</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>(870</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: 16%; 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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>32,966,210</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div style="text-align: right;">HKD</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>4,250,284</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>4,253,644</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>(3,360</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: 16%; 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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>430,197,800</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">JPY</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>4,013,310</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>4,070,925</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>(57,615</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: 16%; 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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>1,824,897</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div style="text-align: right;">GBP</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>2,312,726</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>2,395,740</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>(83,014</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: 16%; 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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>5,612,513</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">CHF</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>5,982,285</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>6,177,128</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>(194,843</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: 16%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" 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); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div>22,087,506</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div style="text-align: right;">EUR</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div style="text-align: right;">09/11/20</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div>25,127,663</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div>26,142,701</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">

            <div>(1,015,038</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">

            <div>)</div>

          </td>

        </tr>

        <tr>

          <td style="vertical-align: bottom; width: 16%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; 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">

            <div>$</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">

            <div>(1,354,740</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">

            <div>)</div>

          </td>

        </tr>



    </table>

    <div><br>

    </div>

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



        <tr>

          <td style="vertical-align: bottom; width: 16%;" 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: 12%;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%;" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%;" 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: 12%;" 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: 12%;" 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: 12%;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%;" nowrap="nowrap" valign="bottom">&#160;</td>

        </tr>

        <tr>

          <td style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); width: 16%;" 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: 12%;" 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: 12%;" 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 July 31, </div>

            <div style="text-align: right; font-weight: bold;">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 </div>

            <div style="text-align: right; font-weight: bold;">Appreciation</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: 16%; 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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>1,838,175</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">EUR</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>2,105,820</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>2,175,658</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>69,838</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: 16%; 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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>775,000</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div style="text-align: right;">CHF</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>827,626</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>852,965</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: 12%; background-color: rgb(255, 255, 255);" valign="bottom">

            <div>25,339</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: 16%; 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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>270,000</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">GBP</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div style="text-align: right;">09/11/20</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>341,299</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>354,458</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: 12%; background-color: rgb(204, 238, 255);" valign="bottom">

            <div>13,159</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: 16%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" 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); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div>38,000,000</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div style="text-align: right;">JPY</div>

          </td>

          <td style="vertical-align: bottom; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div style="text-align: right;">09/11/20</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div>354,156</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">

            <div>359,591</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); padding-bottom: 2px;" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">

            <div>5,435</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" nowrap="nowrap" valign="bottom">&#160;</td>

        </tr>

        <tr>

          <td style="vertical-align: bottom; width: 16%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td style="vertical-align: bottom; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; padding-bottom: 2px; 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">

            <div>$</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; text-align: right; width: 12%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(204, 238, 255);" valign="bottom">

            <div>113,771</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>



    </table>

    <div id="DSPFPageFooter"></div>

  </div>

  <div> <br>

  </div>

  <div> <br>

  </div>

  <div>

    <div id="DSPFPageHeader"></div>

    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z98ecd664492e434aa7e3eeed1b1ca115" 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;">Non-income producing security.</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;">1</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 borrowings and reverse repurchase agreements. As of July 31, 2020, the total value of securities

              segregated was $690,218,172.</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: top;">

            <div style="text-align: right; font-style: italic;">2</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 July 31, 2020.</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: top;">

            <div style="text-align: right; font-style: italic;">3</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 $380,101,205&#160;(cost $357,099,841), or 70.3%&#160;of total net assets.</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: top;">

            <div style="text-align: right; font-style: italic;">4</div>

          </td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">Zero coupon rate security.</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: top;">

            <div style="text-align: right; font-style: italic;">5</div>

          </td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">Variable rate security. Rate indicated is the rate effective at July 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>

          </td>

        </tr>



    </table>

    <div><br>

    </div>

    <div><br>

    </div>

    <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z69bd1582e941424d91e74c0fd16ceb21" cellpadding="0" cellspacing="0">



        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">CAD &#8212; Canadian Dollar</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">CHF &#8212; Swiss Franc</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">EUR &#8212; Euro</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">GBP &#8212; British Pound</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">HKD &#8212; Hong Kong Dollar</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">JPY &#8212; Japanese Yen</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">LIBOR &#8212; London Interbank Offered Rate</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">LLC &#8212; Limited Liability Company</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">plc &#8212; Public Limited Company</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">REIT &#8211; Real Estate Investment Trust</div>

          </td>

        </tr>

        <tr>

          <td style="width: 4%; vertical-align: bottom;">&#160;</td>

          <td style="width: 96%; vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">SARL &#8212;&#160;&#160;Soci&#233;t&#233; &#224; Responsabilit&#233; Limit&#233;e</div>

          </td>

        </tr>

        <tr>

          <td colspan="2" style="vertical-align: bottom;">&#160;</td>

        </tr>

        <tr>

          <td style="vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;"></div>

          </td>

          <td style="vertical-align: bottom;">

            <div style="font-style: italic; margin-left: 10pt;">See Sector Classification in Other Information section.</div>

          </td>

        </tr>



    </table>

    <div><br>

    </div>

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        <tr>

          <td style="width: 100%; vertical-align: bottom;">

            <div>The following table summarizes the inputs used to value the Fund&#8217;s investments at July 31, 2020 (See Note 3 in the Notes to Schedule of Investments):</div>

          </td>

        </tr>



    </table>

    <div id="DSPFPageFooter"></div>

  </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>

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  <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>

              <div>Advent Convertible and Income Fund</div>

            </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;">July 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>

  <div> <br>

  </div>

  <div> <br>

  </div>

  <div>

    <div id="DSPFPageHeader"></div>

    <table id="z252a31f0b4564d41b66b019438cf6401" 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: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Investments in Securities (Assets)</div>

          </td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Level 1 Quoted </div>

            <div style="font-weight: bold;">Prices</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Level 2 </div>

            <div style="font-weight: bold;">Significant </div>

            <div style="font-weight: bold;">Observable </div>

            <div style="font-weight: bold;">Inputs</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Level 3 </div>

            <div style="font-weight: bold;">Significant </div>

            <div style="font-weight: bold;">Unobservable </div>

            <div style="font-weight: bold;">Inputs</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Total</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" 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>52,026,060</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>52,026,060</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>103,354,514</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>103,354,514</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>Exchange-Traded Funds</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>1,186,000</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255);" nowrap="nowrap" valign="bottom">&#160;</td>

          <td 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>1,186,000</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>Money Market Fund</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>20,363,428</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>20,363,428</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>407,212,318</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>407,212,318</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>270,417,574</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>270,417,574</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>Senior Floating Rate Interests</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>2,297,206</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>2,297,206</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); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">

            <div>Forward Foreign Currency Exchange Contracts*</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(255, 255, 255); border-bottom: 2px solid rgb(0, 0, 0);" 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: 10%; border-bottom: 2px 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: 2px 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: 2px 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: 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: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">

            <div>113,771</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">&#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; 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: 10%; border-bottom: 2px 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: 2px 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: 2px 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: 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: 10%; border-bottom: 2px solid rgb(0, 0, 0); background-color: rgb(255, 255, 255);" valign="bottom">

            <div>113,771</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">&#160;</td>

        </tr>

        <tr>

          <td style="vertical-align: top; width: 48%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" valign="bottom">

            <div>Total Assets</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: rgb(204, 238, 255); border-bottom: 2px solid rgb(0, 0, 0);" 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">

            <div>$</div>

          </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>176,930,002</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">

            <div>$</div>

          </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>680,040,869</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">

            <div>$</div>

          </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">

            <div>$</div>

          </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>856,970,871</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>



    </table>

    <div><br>

    </div>

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



        <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: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Investments in Securities (Liabilities)</div>

          </td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Level 1 Quoted </div>

            <div style="font-weight: bold;">Prices</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Level 2 </div>

            <div style="font-weight: bold;">Significant </div>

            <div style="font-weight: bold;">Observable </div>

            <div style="font-weight: bold;">Inputs</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Level 3 </div>

            <div style="font-weight: bold;">Significant </div>

            <div style="font-weight: bold;">Unobservable </div>

            <div style="font-weight: bold;">Inputs</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

          <td colspan="1" style="text-align: right; vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

          <td colspan="2" style="vertical-align: bottom; text-align: right; border-bottom: #000000 solid 2px;" valign="bottom">

            <div style="font-weight: bold;">Total</div>

          </td>

          <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" 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>1,354,740</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>1,354,740</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 id="DSPFPageFooter"></div>

  </div>

  <div>

    <div><br>

    </div>

    <br>

    <div>

      <div id="DSPFPageHeader"></div>

      <table style="font-family: Arial; font-size: 10pt; width: 100%; border-collapse: collapse; text-align: left; color: #000000;" id="z1b15d383f8f743beaf167019620b0615" cellpadding="0" cellspacing="0">



          <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 $156,014,249 are categorized as Level 2 within

                the disclosure hierarchy &#8212; See Note 2.</div>

            </td>

          </tr>

          <tr>

            <td style="width: 100%; vertical-align: bottom;">&#160;</td>

          </tr>

          <tr>

            <td style="width: 100%; vertical-align: bottom;">

              <div style="font-family: 'Franklin Gothic Book', sans-serif; font-size: 1pt;">&#160;</div>

            </td>

          </tr>



      </table>

      <div>The Fund did not hold any Level 3 securities during the period ended July 31, 2020.</div>

      <div>&#160;</div>

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        <div id="DSPFPageFooter"></div>

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        <div id="DSPFPageHeader"></div>

      </div>

      <div id="DSPFPageFooter"></div>

    </div>

    <div>

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          <tr>

            <td style="width: 80.41%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0);">

              <div style="font-size: 18pt; font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS</font><font style="font-size: 10pt;">&#160;</font><font style="font-size: 14pt; font-weight: bold;">(Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 468pt">&#160;</font></div>

            </td>

            <td style="width: 19.59%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0);">

              <div style="text-align: right;">July 31, 2020</div>

            </td>

          </tr>



      </table>

    </div>

    <div><br>

    </div>

    <div></div>

    <div><br>

    </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><br>

      </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.</div>

      <div><br>

      </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><br>

      </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 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>Equity securities listed or traded on a recognized U.S. securities exchange or the National Association of Securities Dealers Automated Quotations (&#8220;NASDAQ&#8221;) National Market System shall generally be valued on the basis of the last sale price on

        the primary U.S. exchange or market on which the security is listed or traded; provided, however, that securities listed on NASDAQ will be valued at the NASDAQ Official Closing Price, which may not necessarily represent the last sale price. If

        there is no sale on the valuation date, exchange-traded U.S. equity securities will be valued on the basis of the last bid price.</div>

      <div>&#160;</div>

      <div>Open-end investment companies are valued at their&#160;net asset value per share as of the close of business, on the valuation date. Exchange-traded funds&#160;are valued at the last quoted sale price.</div>

      <div><br>

      </div>

      <div>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&#160;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.</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>

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            <tr>

              <td style="width: 80.41%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0);">

                <div style="font-size: 18pt; font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS</font><font style="font-size: 10pt;">&#160;</font><font style="font-size: 14pt; font-weight: bold;">(Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 468pt">&#160;</font></div>

              </td>

              <td style="width: 19.59%; vertical-align: middle; border-bottom: 2px solid rgb(0, 0, 0);">

                <div style="text-align: right;">July 31, 2020</div>

              </td>

            </tr>



        </table>

      </div>

      <div> <br>

      </div>

      <div> <br>

      </div>

      <div>In addition, under the Valuation Procedures, the Valuation Committee is&#160;authorized to use prices and other information supplied by a third party pricing vendor in valuing foreign securities.</div>

      <div>&#160;</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; or the &#8220;Investment Adviser&#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 debt 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 debt 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.&#160;Repurchase agreements are valued at amortized cost, provided such amounts&#160;approximate market value.</div>

      <div><br>

      </div>

      <div>Typically, loans are valued using information provided by an independent third party pricing service&#160;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&#160;is fair valued by the Valuation Committee.</div>

      <div><br>

      </div>

      <div>Exchange-traded options are valued at the mean of the bid and ask prices on the principal exchange on which they are traded. Over-the-counter (&#8220;OTC&#8221;) options are valued using a price provided by a pricing service.&#160;</div>

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

      <div>&#160;</div>

      <div>Investments for which market quotations are not readily available are fair-valued as determined in good faith by Advent, subject to review and approval by the Valuation Committee, pursuant to methods established or ratified by the Board.

        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>&#160;</div>

      <div style="font-weight: bold;">Note 2 &#8211;&#160;Financial Instruments and Derivatives</div>

      <div>As part of&#160;its investment strategy, the Fund utilizes a variety of derivative instruments. These investments involve, to varying degrees, elements of market risk.&#160;Valuation and accounting treatment of these instruments can be found under

        Significant Accounting Policies in Note 1 of these Notes to Schedule of Investments.</div>

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

      <div><font style="font-weight: bold;">Hedge </font>&#8211; an investment made in order to reduce the risk of adverse price movements in a security, by taking an offsetting position to protect against broad market moves.</div>

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

      </div>

      <div><font style="font-weight: bold;">Options Purchased and Written&#160; </font><br>

        A call option on a security gives the purchaser of the option the right to buy, and the writer of a call option the obligation to sell, the underlying security. The purchaser of a put option has the right to sell, and the writer of the put option

        the obligation to buy, the underlying security at any time during the option period. The risk associated with purchasing options is limited to the premium originally paid.<br>

        <br>

        The risk in writing a call option is that a Fund may incur a loss if the market price of the underlying security increases and the option is exercised. The risk in writing a put option is that a Fund may incur a loss if the market price of the

        underlying security decreases and the option is exercised. In addition, there may be an imperfect correlation between the movement in prices of options and the underlying securities where a Fund may not be able to enter into a closing transaction

        because of an illiquid secondary market; or, for OTC options, a Fund may be at risk because of the counterparty&#8217;s inability to perform. <br>

      </div>

      <div><br>

      </div>

      <div style="font-weight: bold;">Forward Foreign Currency Exchange Contracts&#160;</div>

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                <div style="font-size: 18pt; font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS</font><font style="font-size: 10pt;">&#160;</font><font style="font-size: 14pt; font-weight: bold;">(Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 468pt">&#160;</font></div>

              </td>

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                <div style="text-align: right;">July 31, 2020</div>

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        </table>

      </div>

      <div style="font-weight: bold;"> <br>

      </div>

      <div style="font-weight: bold;"> <br>

      </div>

      <div>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><br>

      </div>

      <div>In conjunction with the use of derivative instruments, the Fund is required to maintain collateral in various forms. Depending on the financial instrument utilized and the broker involved, the Fund uses margin deposits at the broker, cash and/or

        securities segregated at the custodian bank, discount notes or repurchase agreements allocated to the Fund as collateral.</div>

      <div><br>

      </div>

      <div>The Fund has established counterparty credit guidelines and enters into transactions only with financial institutions of investment grade or better. The Fund monitors the counterparty credit risk.</div>

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

      <div><font style="font-weight: bold;">Reverse Repurchase Agreements</font>&#160;</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&#160;Fund&#8217;s assets.</div>

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

      <div style="font-weight: bold;">Note 4 &#8211; Federal Income Tax Information</div>

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                <div style="font-size: 18pt; font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">NOTES TO SCHEDULE OF INVESTMENTS</font><font style="font-size: 10pt;">&#160;</font><font style="font-size: 14pt; font-weight: bold;">(Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 468pt">&#160;</font></div>

              </td>

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                <div style="text-align: right;">July 31, 2020</div>

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        </table>

        <div><br>

        </div>

      </div>

      <div style="font-weight: bold;"> <br>

      </div>

      <div>

        <div>The Fund intends to continue to comply with the requirements of Subchapter M of the Internal Revenue Code of 1986, as amended, applicable to regulated investment companies. Accordingly, no provision for U.S. federal income taxes is required.

          In addition, by distributing substantially all of its ordinary income and long-term capital gains, if any, during each calendar year, the Fund avoids a 4% federal excise tax that is assessed on the amount of the under distribution.</div>

      </div>

      <div>&#160;</div>

      <div>At July 31, 2020, the cost of&#160;investments for U.S. 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 id="zfc3404d3652c464d95eafd9913c64b52" style="font-family: Arial; font-size: 10pt; text-align: left; color: #000000; width: 100%;" cellpadding="0" cellspacing="0">



            <tr>

              <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">

                <div style="font-weight: bold;">Tax Cost</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

              <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">

                <div style="font-weight: bold;">Tax Unrealized Appreciation</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

              <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">

                <div style="font-weight: bold;">Tax Unrealized Depreciation</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" valign="bottom">&#160;</td>

              <td colspan="2" style="vertical-align: bottom; border-bottom: 2px solid rgb(0, 0, 0); text-align: right;">

                <div style="font-weight: bold;">Net Tax Unrealized Appreciation (Depreciation)</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; border-bottom: #000000 solid 2px;" nowrap="nowrap" valign="bottom">&#160;</td>

            </tr>

            <tr>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">

                <div>$</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: #CCEEFF;" valign="bottom">

                <div>802,875,831</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" nowrap="nowrap" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">

                <div>$</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: #CCEEFF;" valign="bottom">

                <div>67,073,890</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" nowrap="nowrap" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">

                <div>$</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: #CCEEFF;" valign="bottom">

                <div>(14,333,590</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" nowrap="nowrap" valign="bottom">

                <div>)</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">&#160;</td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" valign="bottom">

                <div>$</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; text-align: right; width: 9%; background-color: #CCEEFF;" valign="bottom">

                <div>52,740,300</div>

              </td>

              <td colspan="1" style="vertical-align: bottom; width: 1%; background-color: #CCEEFF;" nowrap="nowrap" valign="bottom">&#160;</td>

            </tr>



        </table>

      </div>

      <div>&#160;</div>

      <div>&#160;</div>

      <div style="font-weight: bold;">Note 5 &#8211; COVID-19 <br>

      </div>

    </div>

    <div> A new respiratory disease spreading from person-to-person and caused by a novel coronavirus was first identified in Wuhan, China in December 2019. The disease has been named coronavirus disease 2019 (&#8220;COVID-19&#8221;) and has since spread world-wide.

      The rapid and uncontrolled spread of COVID-19 has significantly overwhelmed existing healthcare infrastructure in many locations and prompted governmental responses and economic shutdowns of unprecedented scale. It is anticipated that the COVID-19

      pandemic may result in a significant and prolonged reduction in global economic activity, significant increases in unemployment and financial instability across most of the world, which will exacerbate existing vulnerabilities in local, state and

      global economies and cause vulnerabilities and acute stresses in areas that were not previously apparent or identifiable. The COVID-19 pandemic could materially disrupt the business of the Investment Adviser and service providers that perform certain

      critical functions for the Investment Adviser or the Fund, have a material adverse effect on the Investment Adviser&#8217;s provision of services to the Fund, and may ultimately cause a partial or complete loss of capital attributable to one or more

      investments in the Fund.

      <div><br>

      </div>

      <div>&#160;</div>

      <div></div>

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              <div style="font-size: 18pt; font-weight: bold;"><font style="font-size: 14pt; font-weight: bold;">OTHER INFORMATION (Unaudited)</font><font style="display: inline-block; text-indent: 0px; font-size: 1px; width: 468pt">&#160;</font></div>

            </td>

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              <div style="text-align: right;">July 31, 2020</div>

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      <div style="text-align: justify; margin-right: 36pt; font-weight: bold;">Sector Classification</div>

      <div><br>

      </div>

      <div style="margin-right: 36pt;">Information in the &#8220;Schedule of Investments&#8221; is categorized by sectors using sector-level classifications defined by Bloomberg Industry Classification System, a widely recognized industry classification system

        provider. In the Fund&#8217;s registration statement, the Fund has investment policies relating to concentration in specific industries. For purposes of these investment policies, the Fund usually classifies industries based on industry-level

        classifications used by widely recognized industry classification system providers such as Bloomberg Industry Classification System, Global Industry Classification Standards and Barclays Global Classification Scheme.</div>

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