Investment Company Act file number
|
811-21309
|
Advent Claymore Convertible Securities and Income Fund |
|
(Exact name of registrant as specified in charter)
|
1271 Avenue of the Americas, 45th Floor, New York, NY 10020
|
(Address of principal executive offices) (Zip code)
|
Robert White 1271 Avenue of the Americas, 45th Floor
New York, NY 10020
|
(Name and address of agent for service)
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Shares
|
Value
|
||||
COMMON STOCKS† - 11.7%
|
|||||
Consumer, Non-cyclical - 3.7%
|
|||||
Bristol-Myers Squibb Co.
|
70,800
|
$
|
3,480,528
|
||
Gilead Sciences, Inc.1
|
38,200
|
2,767,590
|
|||
Merck & Company, Inc.1
|
37,000
|
2,293,630
|
|||
Cigna Corp.1
|
15,000
|
2,193,300
|
|||
Biogen, Inc.*,1
|
7,500
|
2,079,300
|
|||
Macquarie Infrastructure Corp.
|
25,600
|
1,919,744
|
|||
Total Consumer, Non-cyclical
|
14,734,092
|
||||
Communications - 2.1%
|
|||||
Verizon Communications, Inc.1
|
70,200
|
3,440,502
|
|||
CenturyLink, Inc.
|
113,400
|
2,932,524
|
|||
Alphabet, Inc. — Class C*
|
2,875
|
2,290,771
|
|||
Total Communications
|
8,663,797
|
||||
Financial - 2.1%
|
|||||
Wells Fargo & Co.
|
84,100
|
4,737,353
|
|||
Lazard Ltd. — Class A1
|
90,500
|
3,844,440
|
|||
Total Financial
|
8,581,793
|
||||
Consumer, Cyclical - 1.9%
|
|||||
General Motors Co.1
|
104,600
|
3,829,406
|
|||
L Brands, Inc.1
|
50,200
|
3,022,542
|
|||
Target Corp.1
|
14,000
|
902,720
|
|||
Total Consumer, Cyclical
|
7,754,668
|
||||
Industrial - 0.9%
|
|||||
Lockheed Martin Corp.
|
14,600
|
3,669,418
|
|||
Technology - 0.7%
|
|||||
KLA-Tencor Corp.1
|
31,600
|
2,689,476
|
|||
Basic Materials - 0.3%
|
|||||
LyondellBasell Industries N.V. — Class A2
|
13,600
|
1,268,472
|
|||
Total Common Stocks
|
|||||
(Cost $46,239,044)
|
47,361,716
|
||||
CONVERTIBLE PREFERRED STOCKS† - 13.3%
|
|||||
Consumer, Non-cyclical - 4.7%
|
|||||
Teva Pharmaceutical Industries Ltd.
|
|||||
7.00% due 12/15/18
|
11,412
|
7,036,639
|
|||
Allergan plc
|
|||||
5.50% due 03/01/181
|
8,638
|
6,836,891
|
|||
Anthem, Inc.
|
|||||
5.25% due 05/01/181
|
87,081
|
4,218,204
|
|||
Tyson Foods, Inc.
|
|||||
4.75% due 07/15/17
|
11,202
|
763,528
|
|||
Total Consumer, Non-cyclical
|
18,855,262
|
||||
Industrial - 2.6%
|
|||||
Arconic, Inc.
|
|||||
5.38% due 10/01/171
|
113,222
|
4,151,851
|
|||
Stericycle, Inc.
|
|||||
5.25% due 09/15/181
|
56,200
|
3,670,984
|
|||
Belden, Inc.
|
|||||
6.75% due 07/15/191
|
23,917
|
2,560,554
|
|||
Total Industrial
|
10,383,389
|
||||
Energy - 1.8%
|
|||||
Hess Corp.
|
|||||
8.00% due 02/01/191
|
70,871
|
4,588,188
|
|||
Anadarko Petroleum Corp.
|
|||||
7.50% due 06/07/18
|
36,252
|
1,569,349
|
|||
Southwestern Energy Co.
|
Shares
|
Value
|
||||
CONVERTIBLE PREFERRED STOCKS† - 13.3% (continued)
|
|||||
Energy - 1.8% (continued)
|
|||||
6.25% due 01/15/18*
|
$
|
44,937
|
$
|
994,456
|
|
Total Energy
|
7,151,993
|
||||
Communications - 1.7%
|
|||||
Frontier Communications Corp.
|
|||||
11.13% due 06/29/181
|
66,336
|
4,849,825
|
|||
T-Mobile US, Inc.
|
|||||
5.50% due 12/15/171
|
21,716
|
2,218,507
|
|||
Total Communications
|
7,068,332
|
||||
Financial - 1.5%
|
|||||
Mandatory Exchangeable Trust
|
|||||
5.75% due 06/03/193
|
18,167
|
2,244,806
|
|||
American Tower Corp.
|
|||||
5.50% due 02/15/181
|
20,881
|
2,105,431
|
|||
KeyCorp
|
|||||
7.75%1,4
|
10,342
|
1,405,167
|
|||
Wells Fargo & Co.
|
|||||
7.50%1,4
|
365
|
438,776
|
|||
Total Financial
|
6,194,180
|
||||
Utilities - 0.9%
|
|||||
NextEra Energy, Inc.
|
|||||
6.12% due 09/01/19
|
43,349
|
2,170,484
|
|||
Great Plains Energy, Inc.
|
|||||
7.00% due 09/15/19
|
18,646
|
955,235
|
|||
Dynegy, Inc.
|
|||||
7.00% due 07/01/19
|
8,747
|
587,623
|
|||
Total Utilities
|
3,713,342
|
||||
Consumer, Cyclical - 0.1%
|
|||||
William Lyon Homes
|
|||||
6.50% due 12/01/171
|
5,107
|
465,809
|
|||
–
|
–
|
||||
Total Convertible Preferred Stocks
|
|||||
(Cost $57,720,831)
|
53,832,307
|
||||
SHORT TERM INVESTMENTS† - 14.5%
|
|||||
Morgan Stanley Institutional Liquidity Government Portfolio
|
|||||
0.47%5
|
58,363,619
|
58,363,619
|
|||
Total Short Term Investments
|
|||||
(Cost $58,363,619)
|
58,363,619
|
||||
Face
|
|||||
Amount~
|
Value
|
||||
CONVERTIBLE BONDS†† - 67.4%
|
|||||
Technology - 20.5%
|
|||||
Intel Corp.
|
|||||
3.25% due 08/01/391
|
2,314,000
|
4,123,269
|
|||
3.48% due 12/15/351
|
2,071,000
|
2,829,504
|
|||
Micron Technology, Inc.
|
|||||
3.00% due 11/15/431
|
4,085,000
|
4,199,891
|
|||
2.13% due 02/15/331
|
546,000
|
1,240,103
|
|||
1.63% due 02/15/33
|
411,000
|
916,016
|
|||
ON Semiconductor Corp.
|
|||||
1.00% due 12/01/201
|
5,650,000
|
5,971,343
|
|||
ServiceNow, Inc.
|
|||||
0.00% due 11/01/181,6
|
4,302,000
|
5,729,724
|
|||
Microchip Technology, Inc.
|
|||||
1.63% due 02/15/251
|
3,461,000
|
4,704,796
|
|||
Lam Research Corp.
|
|||||
1.25% due 05/15/181
|
2,331,000
|
4,417,244
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
Amount~ |
Value
|
||||
CONVERTIBLE BONDS†† - 67.4% (continued)
|
|||||
Technology - 20.5% (continued)
|
|||||
Integrated Device Technology, Inc.
|
|||||
0.88% due 11/15/22
|
$ |
3,686,000
|
$ |
3,934,805
|
|
NVIDIA Corp.
|
|||||
1.00% due 12/01/181
|
723,000
|
3,915,949
|
|||
STMicroelectronics N.V.
|
|||||
0.00% due 07/03/196
|
3,200,000
|
3,804,000
|
|||
Allscripts Healthcare Solutions, Inc.
|
|||||
1.25% due 07/01/201
|
3,588,000
|
3,513,998
|
|||
Electronics For Imaging, Inc.
|
|||||
0.75% due 09/01/191
|
2,789,000
|
2,926,707
|
|||
Cornerstone OnDemand, Inc.
|
|||||
1.50% due 07/01/181
|
2,794,000
|
2,904,014
|
|||
Synchronoss Technologies, Inc.
|
|||||
0.75% due 08/15/191
|
2,745,000
|
2,877,103
|
|||
Cypress Semiconductor Corp.
|
|||||
4.50% due 01/15/221,3
|
2,429,000
|
2,805,495
|
|||
BroadSoft, Inc.
|
|||||
1.00% due 09/01/221
|
2,155,000
|
2,654,691
|
|||
Teradyne, Inc.
|
|||||
1.25% due 12/15/231,3
|
2,154,000
|
2,442,098
|
|||
Brocade Communications Systems, Inc.
|
|||||
1.38% due 01/01/201
|
2,200,000
|
2,216,500
|
|||
Advanced Micro Devices, Inc.
|
|||||
2.13% due 09/01/26
|
1,423,000
|
2,132,722
|
|||
Salesforce.com, Inc.
|
|||||
0.25% due 04/01/181
|
1,420,000
|
1,798,075
|
|||
Veeco Instruments, Inc.
|
|||||
2.70% due 01/15/23
|
1,738,000
|
1,707,585
|
|||
CSG Systems International, Inc.
|
|||||
4.25% due 03/15/361,3
|
1,458,000
|
1,622,025
|
|||
Red Hat, Inc.
|
|||||
0.25% due 10/01/191
|
1,270,000
|
1,536,700
|
|||
Inphi Corp.
|
|||||
0.75% due 09/01/213
|
1,407,000
|
1,523,957
|
|||
Citrix Systems, Inc.
|
|||||
0.50% due 04/15/191
|
1,294,000
|
1,502,658
|
|||
Nuance Communications, Inc.
|
|||||
1.00% due 12/15/351
|
1,316,000
|
1,229,638
|
|||
Evolent Health, Inc.
|
|||||
2.00% due 12/01/213
|
840,000
|
906,675
|
|||
Verint Systems, Inc.
|
|||||
1.50% due 06/01/211
|
785,000
|
746,241
|
|||
Total Technology
|
82,833,526
|
||||
Consumer, Non-cyclical - 13.2%
|
|||||
Ionis Pharmaceuticals, Inc.
|
|||||
1.00% due 11/15/211
|
5,702,000
|
5,744,764
|
|||
Wright Medical Group, Inc.
|
|||||
2.00% due 02/15/20
|
5,011,000
|
5,465,121
|
|||
BioMarin Pharmaceutical, Inc.
|
|||||
1.50% due 10/15/201
|
2,467,000
|
2,985,069
|
|||
0.75% due 10/15/18
|
1,613,000
|
1,867,048
|
|||
Hologic, Inc.
|
|||||
2.00% due 03/01/421,7,8
|
1,797,000
|
2,459,644
|
|||
0.00% due 12/15/431,6,7,9
|
1,450,000
|
1,779,875
|
Face
|
|||||
Amount~
|
Value
|
||||
CONVERTIBLE BONDS†† - 67.4% (continued)
|
|||||
Consumer, Non-cyclical - 13.2% (continued)
|
|||||
Euronet Worldwide, Inc.
|
|||||
1.50% due 10/01/441
|
$ |
2,856,000
|
$ |
3,266,550
|
|
HealthSouth Corp.
|
|||||
2.00% due 12/01/431
|
2,763,000
|
3,151,547
|
|||
Molina Healthcare, Inc.
|
|||||
1.63% due 08/15/441
|
2,533,000
|
2,950,945
|
|||
Horizon Pharma Investment Ltd.
|
|||||
2.50% due 03/15/221
|
2,561,000
|
2,466,563
|
|||
Nevro Corp.
|
|||||
1.75% due 06/01/21
|
1,981,000
|
2,342,533
|
|||
Medicines Co.
|
|||||
2.75% due 07/15/233
|
2,252,000
|
2,273,113
|
|||
NuVasive, Inc.
|
|||||
2.25% due 03/15/211,3
|
1,710,000
|
2,259,338
|
|||
Invacare Corp.
|
|||||
5.00% due 02/15/211,3
|
1,750,000
|
1,740,156
|
|||
Jazz Investments I Ltd.
|
|||||
1.88% due 08/15/211
|
1,648,000
|
1,663,450
|
|||
Insulet Corp.
|
|||||
1.25% due 09/15/213
|
1,407,000
|
1,393,809
|
|||
J Sainsbury plc
|
|||||
1.25% due 11/21/191
|
1,000,000 GBP
|
1,315,973
|
|||
Incyte Corp.
|
|||||
0.38% due 11/15/181
|
501,000
|
1,189,562
|
|||
Depomed, Inc.
|
|||||
2.50% due 09/01/211
|
1,027,000
|
1,178,483
|
|||
Clovis Oncology, Inc.
|
|||||
2.50% due 09/15/21
|
881,000
|
1,153,009
|
|||
Sucampo Pharmaceuticals, Inc.
|
|||||
3.25% due 12/15/213
|
1,126,000
|
1,101,369
|
|||
Intercept Pharmaceuticals, Inc.
|
|||||
3.25% due 07/01/23
|
1,158,000
|
1,070,426
|
|||
Herbalife Ltd.
|
|||||
2.00% due 08/15/191
|
941,000
|
906,305
|
|||
Element Fleet Management Corp.
|
|||||
4.25% due 06/30/203
|
875,000 CAD
|
694,631
|
|||
Emergent BioSolutions, Inc.
|
|||||
2.88% due 01/15/21
|
541,000
|
664,416
|
|||
Repligen Corp.
|
|||||
2.13% due 06/01/21
|
370,000
|
424,113
|
|||
Total Consumer, Non-cyclical
|
53,507,812
|
||||
Communications - 12.1%
|
|||||
DISH Network Corp.
|
|||||
3.38% due 08/15/261,3
|
7,415,000
|
8,698,722
|
|||
Finisar Corp.
|
|||||
0.50% due 12/15/331
|
4,000,000
|
4,675,000
|
|||
0.50% due 12/15/363
|
1,610,000
|
1,625,094
|
|||
Twitter, Inc.
|
|||||
0.25% due 09/15/191
|
4,250,000
|
4,002,969
|
|||
1.00% due 09/15/211
|
2,081,000
|
1,908,017
|
|||
Priceline Group, Inc.
|
|||||
0.35% due 06/15/201
|
4,213,000
|
5,632,254
|
|||
FireEye, Inc.
|
|||||
1.00% due 06/01/351
|
2,700,000
|
2,494,125
|
|||
1.63% due 06/01/35
|
1,678,000
|
1,502,859
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
Amount~ |
Value
|
||||
CONVERTIBLE BONDS†† - 67.4% (continued)
|
|||||
Communications - 12.1% (continued)
|
|||||
Proofpoint, Inc.
|
|||||
0.75% due 06/15/201
|
$ |
2,677,000
|
$ |
3,214,073
|
|
WebMD Health Corp.
|
|||||
2.50% due 01/31/18
|
1,240,000
|
1,278,749
|
|||
2.63% due 06/15/233
|
1,304,000
|
1,235,541
|
|||
1.50% due 12/01/20
|
561,000
|
636,735
|
|||
Ctrip.com International Ltd.
|
|||||
1.25% due 10/15/181
|
1,250,000
|
1,517,969
|
|||
1.00% due 07/01/20
|
1,347,000
|
1,425,294
|
|||
Web.com Group, Inc.
|
|||||
1.00% due 08/15/18
|
3,000,000
|
2,891,250
|
|||
Liberty Media Corp.
|
|||||
1.38% due 10/15/23
|
1,769,000
|
1,921,576
|
|||
Ciena Corp.
|
|||||
4.00% due 12/15/201
|
996,000
|
1,395,645
|
|||
World Wrestling Entertainment, Inc.
|
|||||
3.38% due 12/15/233
|
1,203,000
|
1,215,030
|
|||
Liberty Interactive LLC
|
|||||
1.75% due 09/30/461,3
|
1,067,000
|
1,202,376
|
|||
Zillow Group, Inc.
|
|||||
2.00% due 12/01/213
|
301,000
|
304,198
|
|||
Total Communications
|
48,777,476
|
||||
Financial - 7.3%
|
|||||
Colony NorthStar, Inc.
|
|||||
3.88% due 01/15/211
|
6,075,000
|
6,093,983
|
|||
Colony Starwood Homes
|
|||||
3.00% due 07/01/191
|
2,980,000
|
3,371,125
|
|||
Forest City Realty Trust, Inc.
|
|||||
4.25% due 08/15/18
|
2,820,000
|
3,205,988
|
|||
VEREIT Inc.
|
|||||
3.00% due 08/01/18
|
3,100,000
|
3,086,438
|
|||
Air Lease Corp.
|
|||||
3.88% due 12/01/181
|
2,091,000
|
2,916,945
|
|||
Starwood Property Trust, Inc.
|
|||||
4.00% due 01/15/191
|
2,314,000
|
2,614,820
|
|||
Fidelity National Financial, Inc.
|
|||||
4.25% due 08/15/181
|
1,074,000
|
2,141,959
|
|||
Extra Space Storage, LP
|
|||||
3.13% due 10/01/351,3
|
1,683,000
|
1,735,594
|
|||
Blackhawk Network Holdings, Inc.
|
|||||
1.50% due 01/15/223
|
1,322,000
|
1,333,568
|
|||
PRA Group, Inc.
|
|||||
3.00% due 08/01/201
|
1,173,000
|
1,122,414
|
|||
MGIC Investment Corp.
|
|||||
2.00% due 04/01/201
|
596,000
|
917,840
|
|||
Empire State Realty OP, LP
|
|||||
2.63% due 08/15/193
|
792,000
|
901,890
|
|||
Total Financial
|
29,442,564
|
||||
Energy - 6.1%
|
|||||
Chesapeake Energy Corp.
|
|||||
5.50% due 09/15/263
|
8,206,000
|
8,785,548
|
Face
Amount~ |
Value
|
||||
CONVERTIBLE BONDS†† - 67.4% (continued)
|
|||||
Energy - 6.1% (continued)
|
|||||
Weatherford International Ltd.
|
|||||
5.88% due 07/01/211
|
$ |
6,238,000
|
$ |
6,998,256
|
|
Nabors Industries, Inc.
|
|||||
0.75% due 01/15/243
|
2,328,000
|
2,360,010
|
|||
SM Energy Co.
|
|||||
1.50% due 07/01/21
|
1,488,000
|
1,630,290
|
|||
PDC Energy, Inc.
|
|||||
1.13% due 09/15/211
|
1,437,000
|
1,625,607
|
|||
Ensco Jersey Finance Ltd.
|
|||||
3.00% due 01/31/243
|
1,479,000
|
1,619,505
|
|||
Oasis Petroleum, Inc.
|
|||||
2.63% due 09/15/23
|
1,085,000
|
1,451,188
|
|||
Total Energy
|
24,470,404
|
||||
Industrial - 3.4%
|
|||||
Dycom Industries, Inc.
|
|||||
0.75% due 09/15/211
|
3,146,000
|
3,437,004
|
|||
Cemex SAB de CV
|
|||||
3.72% due 03/15/20
|
2,815,000
|
3,241,418
|
|||
Aerojet Rocketdyne Holdings, Inc.
|
|||||
2.25% due 12/15/233
|
1,789,000
|
1,777,819
|
|||
SunPower Corp.
|
|||||
4.00% due 01/15/231
|
1,923,000
|
1,406,194
|
|||
Atlas Air Worldwide Holdings, Inc.
|
|||||
2.25% due 06/01/221
|
1,260,000
|
1,311,975
|
|||
RTI International Metals, Inc.
|
|||||
1.63% due 10/15/19
|
1,172,000
|
1,284,805
|
|||
Vishay Intertechnology, Inc.
|
|||||
2.25% due 05/15/41
|
652,000
|
641,813
|
|||
BW Group Ltd.
|
|||||
1.75% due 09/10/19
|
600,000
|
563,700
|
|||
Total Industrial
|
13,664,728
|
||||
Consumer, Cyclical - 2.7%
|
|||||
CalAtlantic Group, Inc.
|
|||||
1.63% due 05/15/181
|
2,262,000
|
2,761,054
|
|||
0.25% due 06/01/191
|
2,675,000
|
2,501,125
|
|||
1.25% due 08/01/321
|
860,000
|
886,338
|
|||
RH
|
|||||
0.00% due 06/15/191,3,6
|
2,608,000
|
2,211,910
|
|||
Tesla, Inc.
|
|||||
1.25% due 03/01/211
|
1,574,000
|
1,494,316
|
|||
Horizon Global Corp.
|
|||||
2.75% due 07/01/22
|
891,000
|
934,993
|
|||
Total Consumer, Cyclical
|
10,789,736
|
||||
Utilities - 1.4%
|
|||||
CenterPoint Energy, Inc.
|
|||||
4.18% due 09/15/291,7
|
41,080
|
2,867,898
|
|||
NRG Yield, Inc.
|
|||||
3.25% due 06/01/201,3
|
2,800,000
|
2,742,250
|
|||
Total Utilities
|
5,610,148
|
||||
Basic Materials - 0.7%
|
|||||
OCI NV
|
|||||
3.88% due 09/25/18
|
1,700,000 EUR
|
1,819,278
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
Amount~ |
Value
|
||||
CONVERTIBLE BONDS†† - 67.4% (continued)
|
|||||
Basic Materials - 0.7% (continued)
|
|||||
B2Gold Corp.
|
|||||
3.25% due 10/01/18
|
$ |
1,119,000
|
$ |
1,214,115
|
|
Total Basic Materials
|
3,033,393
|
||||
Total Convertible Bonds
|
|||||
(Cost $248,848,414)
|
272,129,787
|
||||
CORPORATE BONDS†† - 57.5%
|
|||||
Consumer, Non-cyclical - 12.0%
|
|||||
HCA, Inc.
|
|||||
7.50% due 02/15/221
|
1,950,000
|
2,222,999
|
|||
5.38% due 02/01/25
|
1,485,000
|
1,516,556
|
|||
5.00% due 03/15/241
|
1,291,000
|
1,347,481
|
|||
United Rentals North America, Inc.
|
|||||
6.13% due 06/15/231
|
2,600,000
|
2,755,999
|
|||
5.50% due 07/15/251
|
1,750,000
|
1,822,188
|
|||
Valeant Pharmaceuticals International, Inc.
|
|||||
6.13% due 04/15/253
|
5,200,000
|
3,912,999
|
|||
Tenet Healthcare Corp.
|
|||||
6.00% due 10/01/201
|
1,700,000
|
1,797,750
|
|||
8.13% due 04/01/22
|
989,000
|
1,003,835
|
|||
4.50% due 04/01/211
|
774,000
|
781,740
|
|||
Endo Limited / Endo Finance LLC / Endo Finco, Inc.
|
|||||
6.00% due 02/01/251,3
|
4,000,000
|
3,275,000
|
|||
Molina Healthcare, Inc.
|
|||||
5.38% due 11/15/221
|
2,600,000
|
2,697,500
|
|||
HealthSouth Corp.
|
|||||
5.75% due 09/15/251
|
2,625,000
|
2,644,688
|
|||
CHS/Community Health Systems, Inc.
|
|||||
6.88% due 02/01/221
|
2,277,000
|
1,667,903
|
|||
5.13% due 08/01/211
|
950,000
|
897,750
|
|||
Revlon Consumer Products Corp.
|
|||||
6.25% due 08/01/24
|
1,980,000
|
2,054,250
|
|||
Quorum Health Corp.
|
|||||
11.63% due 04/15/233
|
2,042,000
|
1,929,690
|
|||
Horizon Pharma, Inc.
|
|||||
6.63% due 05/01/231
|
1,875,000
|
1,814,063
|
|||
Land O'Lakes Capital Trust I
|
|||||
7.45% due 03/15/281,3
|
1,500,000
|
1,691,250
|
|||
Sotheby's
|
|||||
5.25% due 10/01/221,3
|
1,667,000
|
1,683,670
|
|||
Greatbatch Ltd.
|
|||||
9.13% due 11/01/233
|
1,485,000
|
1,553,681
|
|||
Cenveo Corp.
|
|||||
8.50% due 09/15/223
|
2,000,000
|
1,410,000
|
|||
Ritchie Bros Auctioneers, Inc.
|
|||||
5.38% due 01/15/253
|
1,361,000
|
1,393,324
|
|||
Cott Corp.
|
|||||
5.50% due 07/01/243
|
1,106,000 EUR
|
1,269,814
|
|||
Ahern Rentals, Inc.
|
|||||
7.38% due 05/15/231,3
|
1,320,000
|
1,240,800
|
|||
Concordia International Corp.
|
|||||
9.50% due 10/21/223
|
1,750,000
|
752,500
|
|||
7.00% due 04/15/233
|
729,000
|
269,274
|
Face
Amount~ |
Value
|
||||
CORPORATE BONDS†† - 57.5% (continued)
|
|||||
Consumer, Non-cyclical - 12.0% (continued)
|
|||||
Spectrum Brands, Inc.
|
|||||
5.75% due 07/15/251
|
$ |
766,000
|
$ |
804,300
|
|
Cott Beverages, Inc.
|
|||||
5.38% due 07/01/22
|
726,000
|
746,147
|
|||
FAGE International S.A./ FAGE USA Dairy Industry, Inc.
|
|||||
5.63% due 08/15/263
|
680,000
|
690,622
|
|||
IASIS Healthcare LLC / IASIS Capital Corp.
|
|||||
8.38% due 05/15/19
|
604,000
|
578,330
|
|||
Land O' Lakes, Inc.
|
|||||
6.00% due 11/15/223
|
19,000
|
20,805
|
|||
Total Consumer, Non-cyclical
|
48,246,908
|
||||
Communications - 9.3%
|
|||||
Frontier Communications Corp.
|
|||||
11.00% due 09/15/251
|
5,761,000
|
5,847,414
|
|||
CCO Holdings LLC / CCO Holdings Capital Corp.
|
|||||
5.25% due 09/30/221
|
3,594,000
|
3,729,565
|
|||
5.88% due 04/01/241,3
|
989,000
|
1,063,798
|
|||
DISH DBS Corp.
|
|||||
5.88% due 11/15/241
|
1,509,000
|
1,531,635
|
|||
6.75% due 06/01/211
|
1,300,000
|
1,399,944
|
|||
SFR Group S.A.
|
|||||
6.25% due 05/15/241,3
|
1,833,000
|
1,851,330
|
|||
7.38% due 05/01/261,3
|
931,000
|
958,930
|
|||
CenturyLink, Inc.
|
|||||
6.75% due 12/01/231
|
2,522,000
|
2,603,965
|
|||
West Corp.
|
|||||
5.38% due 07/15/221,3
|
2,250,000
|
2,174,063
|
|||
Sprint Corp.
|
|||||
7.88% due 09/15/231
|
1,980,000
|
2,168,100
|
|||
AMC Networks, Inc.
|
|||||
4.75% due 12/15/221
|
2,040,000
|
2,088,450
|
|||
Sirius XM Radio, Inc.
|
|||||
5.75% due 08/01/211,3
|
1,950,000
|
2,034,021
|
|||
CBS Radio, Inc.
|
|||||
7.25% due 11/01/241,3
|
1,732,000
|
1,808,849
|
|||
GCI, Inc.
|
|||||
6.88% due 04/15/251
|
1,583,000
|
1,654,235
|
|||
Tribune Media Co.
|
|||||
5.88% due 07/15/221
|
1,545,000
|
1,568,175
|
|||
Sinclair Television Group, Inc.
|
|||||
5.88% due 03/15/263
|
1,485,000
|
1,494,281
|
|||
ViaSat, Inc.
|
|||||
6.88% due 06/15/201
|
1,143,000
|
1,175,147
|
|||
Radio One, Inc.
|
|||||
7.38% due 04/15/221,3
|
1,100,000
|
1,133,000
|
|||
Windstream Services LLC
|
|||||
7.50% due 06/01/221
|
989,000
|
961,803
|
|||
Hughes Satellite Systems Corp.
|
|||||
6.50% due 06/15/191
|
270,000
|
291,263
|
|||
Total Communications
|
37,537,968
|
||||
Consumer, Cyclical - 8.2%
|
|||||
L Brands, Inc.
|
|||||
5.63% due 02/15/221
|
3,122,000
|
3,283,095
|
|||
5.63% due 10/15/231
|
1,482,000
|
1,548,690
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
Amount~ |
Value
|
||||
CORPORATE BONDS†† - 57.5% (continued)
|
|||||
Consumer, Cyclical - 8.2% (continued)
|
|||||
GameStop Corp.
|
|||||
6.75% due 03/15/211,3
|
$ |
4,134,000
|
$ |
4,216,680
|
|
Hilton Worldwide Finance LLC / Hilton Worldwide Finance Corp.
|
|||||
5.63% due 10/15/211
|
3,000,000
|
3,093,488
|
|||
United Continental Holdings, Inc.
|
|||||
6.00% due 12/01/201
|
2,000,000
|
2,140,000
|
|||
Tempur Sealy International, Inc.
|
|||||
5.63% due 10/15/231
|
2,000,000
|
2,025,000
|
|||
FirstCash, Inc.
|
|||||
6.75% due 04/01/211
|
1,758,000
|
1,850,295
|
|||
Allegiant Travel Co.
|
|||||
5.50% due 07/15/191
|
1,750,000
|
1,806,875
|
|||
Scotts Miracle-Gro Co.
|
|||||
5.25% due 12/15/263
|
1,756,000
|
1,772,471
|
|||
Levi Strauss & Co.
|
|||||
5.00% due 05/01/251
|
1,724,000
|
1,740,163
|
|||
Scientific Games International, Inc.
|
|||||
10.00% due 12/01/22
|
1,513,000
|
1,557,815
|
|||
Hanesbrands, Inc.
|
|||||
4.63% due 05/15/241,3
|
1,486,000
|
1,478,570
|
|||
Brinker International, Inc.
|
|||||
3.88% due 05/15/231
|
1,484,000
|
1,398,670
|
|||
Global Partners, LP / GLP Finance Corp.
|
|||||
6.25% due 07/15/221
|
1,375,000
|
1,330,313
|
|||
MGM Resorts International
|
|||||
7.75% due 03/15/221
|
800,000
|
933,760
|
|||
4.63% due 09/01/26
|
248,000
|
241,490
|
|||
Speedway Motorsports, Inc.
|
|||||
5.13% due 02/01/231
|
1,100,000
|
1,113,882
|
|||
Travelex Financing plc
|
|||||
8.00% due 08/01/181,3
|
725,000 GBP
|
917,942
|
|||
Wolverine World Wide, Inc.
|
|||||
5.00% due 09/01/263
|
496,000
|
472,440
|
|||
Total Consumer, Cyclical
|
32,921,639
|
||||
Energy - 7.4%
|
|||||
Rowan Companies, Inc.
|
|||||
7.88% due 08/01/191
|
3,000,000
|
3,285,000
|
|||
CONSOL Energy, Inc.
|
|||||
8.00% due 04/01/23
|
2,336,000
|
2,406,080
|
|||
PDC Energy, Inc.
|
|||||
6.13% due 09/15/243
|
2,150,000
|
2,257,499
|
|||
PBF Holding Company LLC / PBF Finance Corp.
|
|||||
7.00% due 11/15/231
|
1,976,000
|
2,020,460
|
|||
Parsley Energy LLC / Parsley Finance Corp.
|
|||||
6.25% due 06/01/241,3
|
1,731,000
|
1,869,480
|
|||
5.38% due 01/15/253
|
123,000
|
126,690
|
|||
Genesis Energy, LP / Genesis Energy Finance Corp.
|
|||||
6.00% due 05/15/231
|
1,896,000
|
1,957,620
|
|||
Sabine Pass Liquefaction LLC
|
|||||
5.75% due 05/15/24
|
1,761,000
|
1,926,094
|
Face
Amount~ |
Value
|
||||
CORPORATE BONDS†† - 57.5% (continued)
|
|||||
Energy - 7.4% (continued)
|
|||||
Tesoro Corp.
|
|||||
5.13% due 12/15/261,3
|
$ |
1,820,000
|
$ |
1,904,175
|
|
Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
|
|||||
12.00% due 11/01/21
|
1,657,000
|
1,768,848
|
|||
Tesoro Logistics, LP / Tesoro Logistics Finance Corp.
|
|||||
6.38% due 05/01/241
|
989,000
|
1,079,246
|
|||
5.25% due 01/15/25
|
494,000
|
516,848
|
|||
Sunoco Limited Partnership / Sunoco Finance Corp.
|
|||||
6.38% due 04/01/231
|
1,519,000
|
1,566,849
|
|||
Western Refining Logistics, LP / WNRL Finance Corp.
|
|||||
7.50% due 02/15/231
|
1,210,000
|
1,318,900
|
|||
Tullow Oil plc
|
|||||
6.25% due 04/15/223
|
1,386,000
|
1,288,980
|
|||
Continental Resources, Inc.
|
|||||
5.00% due 09/15/221
|
1,029,000
|
1,053,439
|
|||
Diamondback Energy, Inc.
|
|||||
4.75% due 11/01/241,3
|
891,000
|
894,341
|
|||
Murphy Oil Corp.
|
|||||
4.70% due 12/01/22
|
643,000
|
632,953
|
|||
6.88% due 08/15/24
|
124,000
|
133,300
|
|||
Oasis Petroleum, Inc.
|
|||||
6.88% due 01/15/23
|
685,000
|
704,694
|
|||
Kerr-McGee Corp.
|
|||||
6.95% due 07/01/241
|
539,000
|
646,654
|
|||
SESI LLC
|
|||||
6.38% due 05/01/191
|
495,000
|
499,331
|
|||
Targa Resources Partners, LP / Targa Resources Partners Finance Corp.
|
|||||
5.13% due 02/01/253
|
123,000
|
127,766
|
|||
Total Energy
|
29,985,247
|
||||
Industrial - 5.8%
|
|||||
MasTec, Inc.
|
|||||
4.88% due 03/15/231
|
2,612,000
|
2,595,675
|
|||
Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.
|
|||||
8.13% due 11/15/211,3
|
2,584,000
|
2,357,901
|
|||
Builders FirstSource, Inc.
|
|||||
5.63% due 09/01/241,3
|
1,947,000
|
2,007,844
|
|||
Energizer Holdings, Inc.
|
|||||
5.50% due 06/15/251,3
|
1,925,000
|
1,963,500
|
|||
KLX, Inc.
|
|||||
5.88% due 12/01/221,3
|
1,754,000
|
1,843,893
|
|||
Eletson Holdings, Inc.
|
|||||
9.63% due 01/15/221,3
|
1,940,000
|
1,576,249
|
|||
Boise Cascade Co.
|
|||||
5.63% due 09/01/241,3
|
1,489,000
|
1,522,503
|
|||
Shape Technologies Group, Inc.
|
|||||
7.63% due 02/01/201,3
|
1,472,000
|
1,516,160
|
|||
Ball Corp.
|
|||||
5.25% due 07/01/25
|
1,355,000
|
1,429,525
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
Amount~ |
Value
|
||||
CORPORATE BONDS†† - 57.5% (continued)
|
|||||
Industrial - 5.8% (continued)
|
|||||
Navios Maritime Holdings, Inc. / Navios Maritime Finance II US, Inc.
|
|||||
7.38% due 01/15/223
|
$ |
2,005,000
|
$ |
1,384,702
|
|
Triumph Group, Inc.
|
|||||
4.88% due 04/01/211
|
1,256,000
|
1,202,620
|
|||
TransDigm, Inc.
|
|||||
6.50% due 07/15/24
|
1,149,000
|
1,156,181
|
|||
Masco Corp.
|
|||||
4.45% due 04/01/251
|
1,030,000
|
1,063,887
|
|||
Xerium Technologies, Inc.
|
|||||
9.50% due 08/15/21
|
990,000
|
999,900
|
|||
Bombardier, Inc.
|
|||||
6.13% due 01/15/231,3
|
501,000
|
492,233
|
|||
Louisiana-Pacific Corp.
|
|||||
4.88% due 09/15/24
|
248,000
|
248,000
|
|||
Total Industrial
|
23,360,773
|
||||
Financial - 5.5%
|
|||||
Synovus Financial Corp.
|
|||||
7.88% due 02/15/191
|
3,154,000
|
3,485,170
|
|||
Ally Financial, Inc.
|
|||||
8.00% due 03/15/201
|
2,200,000
|
2,507,318
|
|||
5.13% due 09/30/241
|
825,000
|
849,503
|
|||
Dana Financing Luxembourg Sarl
|
|||||
6.50% due 06/01/261,3
|
2,548,000
|
2,701,339
|
|||
Alliance Data Systems Corp.
|
|||||
6.38% due 04/01/201,3
|
2,250,000
|
2,289,375
|
|||
E*TRADE Financial Corp.
|
|||||
4.63% due 09/15/231
|
2,208,000
|
2,268,073
|
|||
Credit Acceptance Corp.
|
|||||
7.38% due 03/15/231
|
2,158,000
|
2,225,027
|
|||
CoreCivic, Inc.
|
|||||
4.63% due 05/01/231
|
2,075,000
|
2,075,000
|
|||
CIT Group, Inc.
|
|||||
5.00% due 05/15/181,3
|
1,380,000
|
1,402,453
|
|||
American Equity Investment Life Holding Co.
|
|||||
6.63% due 07/15/211
|
1,000,000
|
1,052,310
|
|||
Radian Group, Inc.
|
|||||
7.00% due 03/15/21
|
868,000
|
964,565
|
|||
Starwood Property Trust, Inc.
|
|||||
5.00% due 12/15/211,3
|
247,000
|
251,631
|
|||
Total Financial
|
22,071,764
|
||||
Basic Materials - 5.1%
|
|||||
NOVA Chemicals Corp.
|
|||||
5.00% due 05/01/251,3
|
2,079,000
|
2,089,395
|
|||
5.25% due 08/01/231,3
|
1,600,000
|
1,662,000
|
|||
Celanese US Holdings LLC
|
|||||
5.88% due 06/15/211
|
2,534,000
|
2,814,617
|
|||
Commercial Metals Co.
|
|||||
4.88% due 05/15/231
|
1,889,000
|
1,936,225
|
|||
First Quantum Minerals Ltd.
|
|||||
7.00% due 02/15/213
|
1,628,000
|
1,676,840
|
|||
INEOS Group Holdings S.A.
|
|||||
5.88% due 02/15/191,3
|
1,600,000
|
1,626,400
|
|||
Blue Cube Spinco, Inc.
|
|||||
10.00% due 10/15/251
|
1,263,000
|
1,534,545
|
Face
Amount~ |
Value
|
||||
CORPORATE BONDS†† - 57.5% (continued)
|
|||||
Basic Materials - 5.1% (continued)
|
|||||
FMG Resources August 2006 Pty Ltd.
|
|||||
9.75% due 03/01/221,3
|
1,288,000
|
1,500,520
|
|||
Tronox Finance LLC
|
|||||
7.50% due 03/15/221,3
|
$ |
1,375,000
|
$ |
1,347,500
|
|
TPC Group, Inc.
|
|||||
8.75% due 12/15/203
|
1,483,000
|
1,342,115
|
|||
Compass Minerals International, Inc.
|
|||||
4.88% due 07/15/241,3
|
1,150,000
|
1,127,000
|
|||
Sappi Papier Holding GmbH
|
|||||
4.00% due 04/01/233
|
828,000 EUR
|
947,950
|
|||
Steel Dynamics, Inc.
|
|||||
5.00% due 12/15/263
|
395,000
|
402,900
|
|||
Alcoa Nederland Holding B.V.
|
|||||
7.00% due 09/30/263
|
250,000
|
274,375
|
|||
Kaiser Aluminum Corp.
|
|||||
5.88% due 05/15/24
|
248,000
|
260,400
|
|||
St. Barbara Ltd.
|
|||||
8.88% due 04/15/183
|
70,000
|
72,144
|
|||
Total Basic Materials
|
20,614,926
|
||||
Technology - 4.1%
|
|||||
Qorvo, Inc.
|
|||||
7.00% due 12/01/251
|
3,481,000
|
3,863,910
|
|||
Entegris, Inc.
|
|||||
6.00% due 04/01/221,3
|
2,000,000
|
2,097,500
|
|||
NXP B.V. / NXP Funding LLC
|
|||||
5.75% due 02/15/211,3
|
2,000,000
|
2,070,000
|
|||
Microsemi Corp.
|
|||||
9.13% due 04/15/231,3
|
1,688,000
|
1,966,520
|
|||
Western Digital Corp.
|
|||||
10.50% due 04/01/241,3
|
1,587,000
|
1,872,660
|
|||
Seagate HDD Cayman
|
|||||
4.88% due 06/01/271
|
1,732,000
|
1,630,538
|
|||
First Data Corp.
|
|||||
5.38% due 08/15/231,3
|
1,100,000
|
1,135,750
|
|||
ACI Worldwide, Inc.
|
|||||
6.38% due 08/15/201,3
|
1,000,000
|
1,031,450
|
|||
Nuance Communications, Inc.
|
|||||
5.38% due 08/15/201,3
|
720,000
|
738,450
|
|||
Total Technology
|
16,406,778
|
||||
Utilities - 0.1%
|
|||||
Dynegy, Inc.
|
|||||
8.00% due 01/15/253
|
619,000
|
597,335
|
|||
Total Corporate Bonds
|
|||||
(Cost $227,582,516)
|
231,743,338
|
||||
SENIOR FLOATING RATE INTERESTS††,10 - 1.3%
|
|||||
Communications - 0.7%
|
|||||
CSC Holdings LLC
|
|||||
3.77% due 10/11/24
|
2,755,095
|
2,789,964
|
|||
Consumer, Non-cyclical - 0.4%
|
|||||
Sprint Industrial Holdings LLC
|
|||||
11.25% due 11/14/19
|
1,650,000
|
874,500
|
Advent Claymore Convertible Securities & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
Amount~ |
Value
|
||||
SENIOR FLOATING RATE INTERESTS††,10 - 1.3% (continued)
|
|||||
Consumer, Non-cyclical - 0.4% (continued)
|
|||||
Caraustar Industries, Inc.
|
|||||
8.00% due 05/01/19
|
$ |
849,294
|
$ |
867,341
|
|
Total Consumer, Non-cyclical
|
1,741,841
|
||||
Basic Materials - 0.2%
|
|||||
Fortescue Resources August 2006 Pty Ltd.
|
|||||
3.75% due 06/30/19
|
682,674
|
687,509
|
|||
Total Senior Floating Rate Interests
|
|||||
(Cost $5,831,100)
|
5,219,314
|
Contracts
|
||||
(100 shares
|
||||
per contract)
|
Value
|
|||
PUT OPTIONS PURCHASED†,* - 0.0%**
|
||||
Macquarie Infrastructure Corp. Expiring February 2017 with strike price of $75.00
|
227
|
$
|
38,023
|
|
Total Put Options Purchased
|
||||
(Cost $12,242)
|
38,023
|
|||
Total Investments - 165.7%
|
||||
(Cost $644,597,766)
|
668,688,104
|
|||
CALL OPTIONS WRITTEN†,* - (0.0)%**
|
||||
LyondellBasell Industries N.V. Expiring March 2017 with strike price of $97.50
|
136
|
(18,700)
|
||
Total Call Options Written
|
||||
(Premiums received $28,338)
|
(18,700)
|
|||
Other Assets & Liabilities, net - (65.7)%
|
(265,220,614)
|
|||
Total Net Assets - 100.0%
|
$
|
403,448,790
|
*
|
Non-income producing security.
|
**
|
Less than 0.1%
|
~
|
The face amount is denominated in U.S. Dollars, unless otherwise noted.
|
†
|
Value determined based on Level 1 inputs — See Note 1.
|
††
|
Value determined based on Level 2 inputs — See Note 1.
|
1
|
All or a portion of these securities have been physically segregated in connection with borrowings and reverse repurchase agreements. As of January 31, 2017, the total value of securities segregated was $405,840,684.
|
2
|
All or a portion of this security represents cover for outstanding written options. As of January 31, 2017, the total value of these positions segregated was $1,268,472.
|
3
|
Security is a 144A or Section 4(a)(2) security. These securities have been determined to be liquid under guidelines established by the Board of Trustees. The total market value of 144A or Section 4(a)(2) liquid securities is $156,583,846 (cost $153,973,426), or 38.8% of total net assets.
|
4
|
Perpetual maturity.
|
5
|
Rate indicated is the 7-day yield as of January 31, 2017.
|
6
|
Zero coupon rate security.
|
7
|
Security is a step up/step down bond. The coupon increases or decreases at regular intervals until the bond reaches full maturity.
|
8
|
Security becomes an accreting bond after March 1, 2018 with a 2.00% principal accretion rate.
|
9
|
Security is an accreting bond until December 15, 2017, with a 4.00% principal accretion rate, and then accretes at a 2.00% principal accretion rate until maturity.
|
10
|
Variable rate security. Rate indicated is rate effective at January 31, 2017.
|
B.V.
|
Limited Liability Company
|
CAD
|
Canadian Dollar
|
EUR
|
Euro
|
GBP
|
Great Britain Pound
|
GmbH
|
Limited Liability
|
N.V.
|
Publicly Traded Company
|
plc
|
Public Limited Company
|
Pty
|
Proprietary
|
S.A.
|
Corporation
|
SAB de CV
|
Publicly Traded Company
|
See Sector Classification in Supplemental Information section.
|
Other Information (unaudited)
|
Level 1Quoted
Prices
|
Level 2
Significant
Observable
Inputs
|
Level 3
Significant
Unobservable
Inputs
|
Total
|
|||||||||||||
Assets
|
||||||||||||||||
Common Stocks
|
$
|
47,361,716
|
$
|
—
|
$
|
—
|
$
|
47,361,716
|
||||||||
Convertible Preferred Stocks
|
53,832,307
|
—
|
—
|
53,832,307
|
||||||||||||
Short Term Investments
|
58,363,619
|
—
|
—
|
58,363,619
|
||||||||||||
Convertible Bonds
|
—
|
272,129,787
|
—
|
272,129,787
|
||||||||||||
Corporate Bonds
|
—
|
231,743,338
|
—
|
231,743,338
|
||||||||||||
Senior Floating Rate Interests
|
—
|
5,219,314
|
—
|
5,219,314
|
||||||||||||
Put Options Purchased
|
38,023
|
—
|
—
|
38,023
|
||||||||||||
Forward Foreign Currency Exchange Contracts*
|
—
|
15,237
|
—
|
15,237
|
||||||||||||
Unfunded Loan Commitments
|
—
|
4,688,544
|
—
|
4,688,544
|
||||||||||||
Total Assets
|
$
|
159,595,665
|
$
|
513,796,220
|
$
|
—
|
$
|
673,391,885
|
||||||||
Liabilities
|
||||||||||||||||
Call Options Written
|
$
|
18,700
|
$
|
—
|
$
|
—
|
$
|
18,700
|
||||||||
Forward Foreign Currency Exchange Contracts*
|
—
|
64,633
|
—
|
64,633
|
||||||||||||
Total Liabilities
|
$
|
18,700
|
$
|
64,633
|
$
|
—
|
$
|
83,333
|
For the period ended January 31, 2017, there were no transfers between levels.
|
NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Cost of
Investments for Tax
Purposes
|
Gross Tax
Unrealized
Appreciation
|
Gross Tax
Unrealized
Depreciation
|
Net Tax Unrealized
Appreciation on
Investments
|
Net Tax Unrealized
Depreciation on
Derivatives and
Foreign Currency
|
$647,146,399
|
$40,059,942
|
$(18,518,237)
|
$21,541,705
|
$(39,758)
|
Contracts to Sell
|
Counterparty
|
Settlement
Date
|
Settlement
Value
|
Value at
1/31/17
|
Net Unrealized
Appreciation
(Depreciation)
|
|||||||||||||
CAD
|
923,569
|
|||||||||||||||||
for USD
|
703,994
|
The Bank of New York Mellon
|
3/14/2017
|
$
|
703,994
|
$
|
708,687
|
$
|
(4,693
|
)
|
||||||||
EUR
|
3,612,000
|
|||||||||||||||||
for USD
|
3,850,392
|
The Bank of New York Mellon
|
3/14/2017
|
3,850,392
|
3,910,332
|
(59,940
|
)
|
|||||||||||
GBP
|
713,118
|
|||||||||||||||||
for USD
|
904,127
|
The Bank of New York Mellon
|
3/14/2017
|
904,127
|
897,968
|
6,159
|
||||||||||||
GBP
|
1,051,000
|
|||||||||||||||||
for USD
|
1,332,511
|
The Bank of New York Mellon
|
3/14/2017
|
1,332,511
|
1,323,433
|
9,078
|
||||||||||||
Total unrealized depreciation for forward foreign currency exchange contracts
|
$
|
(49,396
|
)
|
Borrower
|
Maturity Date
|
Face Amount
|
Value
|
||||||
PetSmart, Inc.
|
03/10/22
|
$
|
2,210,000
|
$
|
2,188,936
|
||||
Regal Cinemas Corp.
|
04/01/22
|
2,481,000
|
2,499,608
|
||||||
$
|
4,691,000
|
$
|
4,688,544
|
SUPPLEMENTAL INFORMATION (Unaudited)
|
(a) | The registrant’s principal executive officer and principal financial officer have evaluated the registrant’s disclosure controls and procedures (as defined in Rule 30a-3(c) under the Investment Company Act of 1940, as amended (the “Investment Company Act”)) as of a date within 90 days of the filing date of this report and have concluded based on such evaluation, that the registrant’s disclosure controls and procedures were effective, as of that date, in ensuring that information required to be disclosed by the registrant on this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission’s rules and forms. |
(b) | There was no changes in the registrant’s internal controls over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act) that occurred during the registrant’s last fiscal quarter that has materially affected or is reasonably likely to materially affect the registrant’s internal control over financial reporting. |
Advent Claymore Convertible Securities and Income Fund
|
By:
|
/s/ Tracy V. Maitland |
Date:
|
March 28, 2017 |
By:
|
/s/ Tracy V. Maitland |
Date:
|
March 28, 2017 |
By:
|
/s/ Robert White |
Date:
|
March 28, 2017 |