Investment Company Act file number
|
811-21504
|
Advent/Claymore Enhanced Growth & 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 Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Shares
|
Value
|
|||||||
COMMON STOCKS† - 9.1%
|
||||||||
Consumer, Non-cyclical - 2.9%
|
||||||||
Bristol-Myers Squibb Co.
|
15,900
|
$
|
781,644
|
|||||
Biogen, Inc.*,1,2
|
2,700
|
748,548
|
||||||
Gilead Sciences, Inc.1,2
|
10,200
|
738,990
|
||||||
Cigna Corp.1
|
3,900
|
570,258
|
||||||
Merck & Company, Inc.1
|
8,000
|
495,920
|
||||||
Macquarie Infrastructure Corp.
|
5,700
|
427,443
|
||||||
Total Consumer, Non-cyclical
|
3,762,803
|
|||||||
Communications - 1.5%
|
||||||||
Verizon Communications, Inc.1,2
|
15,800
|
774,358
|
||||||
CenturyLink, Inc.
|
25,400
|
656,844
|
||||||
Alphabet, Inc. — Class C*
|
625
|
497,994
|
||||||
Total Communications
|
1,929,196
|
|||||||
Consumer, Cyclical - 1.5%
|
||||||||
General Motors Co.1,2
|
26,000
|
951,860
|
||||||
L Brands, Inc.1,2
|
12,200
|
734,562
|
||||||
Target Corp.1
|
3,300
|
212,784
|
||||||
Total Consumer, Cyclical
|
1,899,206
|
|||||||
Financial - 1.5%
|
||||||||
Wells Fargo & Co.1,2
|
18,700
|
1,053,371
|
||||||
Lazard Ltd. — Class A1
|
19,300
|
819,864
|
||||||
Total Financial
|
1,873,235
|
|||||||
Industrial - 1.0%
|
||||||||
Lockheed Martin Corp.1
|
3,300
|
829,389
|
||||||
Koninklijke Philips N.V.
|
17,107
|
501,659
|
||||||
Total Industrial
|
1,331,048
|
|||||||
Technology - 0.5%
|
||||||||
KLA-Tencor Corp.1
|
7,150
|
608,537
|
||||||
Basic Materials - 0.2%
|
||||||||
LyondellBasell Industries N.V. — Class A1,2,8
|
3,400
|
317,118
|
||||||
Total Common Stocks
|
||||||||
(Cost $11,505,447)
|
11,721,143
|
CONVERTIBLE PREFERRED STOCKS† - 8.9%
|
||||||||
Consumer, Non-cyclical - 3.9%
|
||||||||
Teva Pharmaceutical Industries Ltd.
|
||||||||
7.00% due 12/15/18
|
1,800
|
1,109,880
|
||||||
7.00% due 12/15/18
|
1,228
|
757,185
|
||||||
Allergan plc
|
||||||||
5.50% due 03/01/181
|
2,347
|
1,857,626
|
||||||
Anthem, Inc.
|
||||||||
5.25% due 05/01/181
|
27,748
|
1,344,113
|
||||||
Total Consumer, Non-cyclical
|
5,068,804
|
|||||||
Industrial - 1.9%
|
||||||||
Belden, Inc.
|
||||||||
6.75% due 07/15/191
|
8,365
|
895,557
|
||||||
Stericycle, Inc.
|
||||||||
5.25% due 09/15/181
|
12,600
|
823,032
|
||||||
Arconic, Inc.
|
||||||||
5.38% due 10/01/171
|
20,725
|
759,986
|
||||||
Total Industrial
|
2,478,575
|
|||||||
Financial - 1.3%
|
||||||||
Mandatory Exchangeable Trust
|
||||||||
5.75% due 06/03/193
|
6,993
|
864,090
|
||||||
AMG Capital Trust II
|
||||||||
5.15% due 10/15/371
|
8,607
|
491,675
|
Shares
|
Value
|
|||||||
CONVERTIBLE PREFERRED STOCKS† - 8.9% (continued)
|
||||||||
Financial - 1.3% (continued)
|
||||||||
Wells Fargo & Co.
|
||||||||
7.50%1,4
|
208
|
$
|
250,042
|
|||||
Total Financial
|
1,605,807
|
|||||||
Communications - 1.1%
|
||||||||
Frontier Communications Corp.
|
||||||||
11.13% due 06/29/181,2
|
18,923
|
1,383,461
|
||||||
Energy - 0.7%
|
||||||||
Hess Corp.
|
||||||||
8.00% due 02/01/191
|
13,550
|
877,227
|
||||||
Total Convertible Preferred Stocks
|
||||||||
(Cost $12,864,879)
|
11,413,874
|
|||||||
SHORT TERM INVESTMENTS† - 11.8%
|
||||||||
Morgan Stanley Institutional Liquidity Government Portfolio
|
||||||||
0.47%5
|
15,182,448
|
15,182,448
|
||||||
Total Short Term Investments
|
||||||||
(Cost $15,182,448)
|
15,182,448
|
Face | ||||||||
Amount~
|
Value
|
|||||||
CONVERTIBLE BONDS†† - 70.0%
|
||||||||
Technology - 13.6%
|
||||||||
NVIDIA Corp.
|
||||||||
1.00% due 12/01/181,2
|
278,000
|
1,505,717
|
||||||
Intel Corp.
|
||||||||
3.48% due 12/15/351,2
|
1,066,000
|
1,456,422
|
||||||
Microchip Technology, Inc.
|
||||||||
1.63% due 02/15/251
|
1,067,000
|
1,450,453
|
||||||
Lam Research Corp.
|
||||||||
1.25% due 05/15/181,2
|
727,000
|
1,377,665
|
||||||
Micron Technology, Inc.
|
||||||||
3.00% due 11/15/431,2
|
1,200,000
|
1,233,750
|
||||||
Cypress Semiconductor Corp.
|
||||||||
4.50% due 01/15/221,3
|
822,000
|
949,410
|
||||||
ServiceNow, Inc.
|
||||||||
0.00% due 11/01/181,6
|
685,000
|
912,334
|
||||||
Advanced Micro Devices, Inc.
|
||||||||
2.13% due 09/01/26
|
545,000
|
816,819
|
||||||
BroadSoft, Inc.
|
||||||||
1.00% due 09/01/22
|
655,000
|
806,878
|
||||||
Electronics For Imaging, Inc.
|
||||||||
0.75% due 09/01/19
|
765,000
|
802,772
|
||||||
ON Semiconductor Corp.
|
||||||||
1.00% due 12/01/201,2
|
700,000
|
739,813
|
||||||
Synchronoss Technologies, Inc.
|
||||||||
0.75% due 08/15/191,2
|
691,000
|
724,254
|
||||||
Advanced Semiconductor Engineering, Inc.
|
||||||||
0.00% due 09/05/186
|
600,000
|
706,950
|
||||||
Kingsoft Corp. Ltd.
|
||||||||
1.25% due 04/11/19
|
5,000,000 HKD
|
640,840
|
||||||
Nanya Technology Corp.
|
||||||||
0.00% due 01/24/226
|
600,000
|
635,250
|
||||||
Red Hat, Inc.
|
||||||||
0.25% due 10/01/191,2
|
475,000
|
574,750
|
||||||
Salesforce.com, Inc.
|
||||||||
0.25% due 04/01/18
|
453,000
|
573,611
|
Advent Claymore Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CONVERTIBLE BONDS†† - 70.0% (continued)
|
||||||||
Technology - 13.6% (continued)
|
||||||||
United Microelectronics Corp.
|
||||||||
0.00% due 05/18/206
|
600,000
|
$
|
570,750
|
|||||
Citrix Systems, Inc.
|
||||||||
0.50% due 04/15/191,2
|
471,000
|
546,949
|
||||||
Cornerstone OnDemand, Inc.
|
||||||||
1.50% due 07/01/181,2
|
435,000
|
452,128
|
||||||
Total Technology
|
17,477,515
|
|||||||
Consumer, Non-cyclical - 13.4%
|
||||||||
Wright Medical Group, Inc.
|
||||||||
2.00% due 02/15/201
|
1,383,000
|
1,508,334
|
||||||
Element Financial Corp.
|
||||||||
4.25% due 06/30/201,3
|
1,873,000 CAD
|
1,486,907
|
||||||
Element Fleet Management Corp.
|
||||||||
5.13% due 06/30/193
|
1,725,000 CAD
|
1,483,533
|
||||||
Ionis Pharmaceuticals, Inc.
|
||||||||
1.00% due 11/15/211,2
|
1,401,000
|
1,411,508
|
||||||
Hologic, Inc.
|
||||||||
2.00% due 03/01/421,2,7,9
|
545,000
|
745,969
|
||||||
0.00% due 12/15/431,2,6,7,10
|
400,000
|
491,000
|
||||||
Euronet Worldwide, Inc.
|
||||||||
1.50% due 10/01/441,2
|
1,064,000
|
1,216,950
|
||||||
Molina Healthcare, Inc.
|
||||||||
1.63% due 08/15/441,2
|
960,000
|
1,118,400
|
||||||
BioMarin Pharmaceutical, Inc.
|
||||||||
1.50% due 10/15/201,2
|
852,000
|
1,030,919
|
||||||
HealthSouth Corp.
|
||||||||
2.00% due 12/01/431,2
|
692,000
|
789,313
|
||||||
NuVasive, Inc.
|
||||||||
2.25% due 03/15/211,3
|
580,000
|
766,325
|
||||||
Horizon Pharma Investment Ltd.
|
||||||||
2.50% due 03/15/22
|
793,000
|
763,758
|
||||||
Qiagen N.V.
|
||||||||
0.88% due 03/19/21
|
600,000
|
708,749
|
||||||
Ablynx N.V.
|
||||||||
3.25% due 05/27/20
|
500,000 EUR
|
613,027
|
||||||
Nevro Corp.
|
||||||||
1.75% due 06/01/21
|
461,000
|
545,133
|
||||||
Medicines Co.
|
||||||||
2.75% due 07/15/233
|
454,000
|
458,256
|
||||||
Terumo Corp.
|
||||||||
0.00% due 12/06/216
|
40,000,000 JPY
|
434,377
|
||||||
Jazz Investments I Ltd.
|
||||||||
1.88% due 08/15/211,2
|
400,000
|
403,750
|
||||||
Herbalife Ltd.
|
||||||||
2.00% due 08/15/191
|
414,000
|
398,736
|
||||||
J Sainsbury plc
|
||||||||
1.25% due 11/21/19
|
300,000 GBP
|
394,792
|
||||||
Clovis Oncology, Inc.
|
||||||||
2.50% due 09/15/21
|
289,000
|
378,229
|
||||||
Total Consumer, Non-cyclical
|
17,147,965
|
|||||||
Financial - 11.2%
|
||||||||
Aurelius SE
|
||||||||
1.00% due 12/01/20
|
900,000 EUR
|
1,201,685
|
||||||
AYC Finance Ltd.
|
||||||||
0.50% due 05/02/19
|
1,070,000
|
1,108,788
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CONVERTIBLE BONDS†† - 70.0% (continued)
|
||||||||
Financial - 11.2% (continued)
|
||||||||
Haitong International Securities Group, Ltd.
|
||||||||
0.00% due 10/25/216
|
8,000,000 HKD
|
$
|
1,038,746
|
|||||
BUWOG AG
|
||||||||
0.00% due 09/09/216
|
900,000 EUR
|
982,356
|
||||||
Colony NorthStar, Inc.
|
||||||||
3.88% due 01/15/211,2
|
916,000
|
918,863
|
||||||
Magyar Nemzeti Vagyonkezelo Zrt
|
||||||||
3.38% due 04/02/19
|
700,000 EUR
|
891,713
|
||||||
Air Lease Corp.
|
||||||||
3.88% due 12/01/181,2
|
623,000
|
869,085
|
||||||
Azimut Holding SpA
|
||||||||
2.13% due 11/25/201
|
700,000 EUR
|
805,662
|
||||||
Starwood Property Trust, Inc.
|
||||||||
4.00% due 01/15/191,2
|
693,000
|
783,090
|
||||||
Colony Starwood Homes
|
||||||||
3.00% due 07/01/19
|
662,000
|
748,888
|
||||||
British Land White 2015 Ltd.
|
||||||||
0.00% due 06/09/206
|
600,000 GBP
|
698,623
|
||||||
Hansteen Jersey Securities Ltd.
|
||||||||
4.00% due 07/15/18
|
500,000 EUR
|
660,848
|
||||||
Beni Stabili SpA
|
||||||||
2.63% due 04/17/19
|
500,000 EUR
|
568,718
|
||||||
Fidelity National Financial, Inc.
|
||||||||
4.25% due 08/15/181
|
268,000
|
534,493
|
||||||
Deutsche Wohnen AG
|
||||||||
0.88% due 09/08/21
|
300,000 EUR
|
498,878
|
||||||
Extra Space Storage, LP
|
||||||||
3.13% due 10/01/353
|
477,000
|
491,906
|
||||||
Unite Jersey Issuer Ltd.
|
||||||||
2.50% due 10/10/18
|
300,000 GBP
|
467,542
|
||||||
Swiss Life Holding AG
|
||||||||
0.00% due 12/02/206
|
305,000 CHF
|
405,518
|
||||||
Nexity S.A.
|
||||||||
0.13% due 01/01/23
|
358,408 EUR
|
384,697
|
||||||
LEG Immobilien AG
|
||||||||
0.50% due 07/01/21
|
200,000 EUR
|
307,805
|
||||||
Total Financial
|
14,367,904
|
|||||||
Communications - 9.4%
|
||||||||
DISH Network Corp.
|
||||||||
3.38% due 08/15/261,2,3
|
1,867,000
|
2,190,224
|
||||||
Priceline Group, Inc.
|
||||||||
0.35% due 06/15/201,2
|
1,297,000
|
1,733,926
|
||||||
Twitter, Inc.
|
||||||||
0.25% due 09/15/191
|
850,000
|
800,595
|
||||||
1.00% due 09/15/211,2
|
626,000
|
573,963
|
||||||
Ctrip.com International Ltd.
|
||||||||
1.00% due 07/01/20
|
567,000
|
599,957
|
||||||
1.25% due 10/15/181
|
458,000
|
556,184
|
||||||
Proofpoint, Inc.
|
||||||||
0.75% due 06/15/201,2
|
947,000
|
1,136,992
|
||||||
Telenor East Holding II AS
|
||||||||
0.25% due 09/20/19
|
800,000
|
902,399
|
||||||
Liberty Media Corp.
|
||||||||
1.38% due 10/15/231,2
|
727,000
|
789,704
|
Advent Claymore Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CONVERTIBLE BONDS†† - 70.0% (continued)
|
||||||||
Communications - 9.4% (continued)
|
||||||||
WebMD Health Corp.
|
||||||||
2.63% due 06/15/231,3
|
727,000
|
$
|
688,833
|
|||||
FireEye, Inc.
|
||||||||
1.00% due 06/01/35
|
700,000
|
646,625
|
||||||
American Movil BV
|
||||||||
5.50% due 09/17/181
|
600,000 EUR
|
544,349
|
||||||
Liberty Interactive LLC
|
||||||||
1.75% due 09/30/461,3
|
437,000
|
492,444
|
||||||
Vodafone Group PLC
|
||||||||
1.50% due 08/25/17
|
300,000 GBP
|
359,314
|
||||||
Total Communications
|
12,015,509
|
|||||||
Consumer, Cyclical - 7.7%
|
||||||||
Suzuki Motor Corp.
|
||||||||
0.00% due 03/31/236
|
160,000,000 JPY
|
1,764,156
|
||||||
Steinhoff Finance Holdings GmbH
|
||||||||
1.25% due 08/11/22
|
700,000 EUR
|
746,278
|
||||||
4.00% due 01/30/21
|
300,000 EUR
|
432,367
|
||||||
Iida Group Holdings Co. Ltd
|
||||||||
0.00% due 06/18/201,6
|
100,000,000 JPY
|
962,025
|
||||||
Sonae Investments B.V.
|
||||||||
1.63% due 06/11/19
|
900,000 EUR
|
913,884
|
||||||
International Consolidated Airlines Group S.A.
|
||||||||
0.25% due 11/17/20
|
800,000 EUR
|
810,525
|
||||||
CalAtlantic Group, Inc.
|
||||||||
0.25% due 06/01/191
|
700,000
|
654,500
|
||||||
LVMH Moet Hennessy Louis Vuitton SE
|
||||||||
0.00% due 02/16/216
|
2,445
|
650,981
|
||||||
Valeo S.A.
|
||||||||
0.00% due 06/16/216
|
600,000
|
645,000
|
||||||
Sony Corp.
|
||||||||
0.00% due 09/30/226
|
58,000,000 JPY
|
559,005
|
||||||
NHK Spring Co. Ltd.
|
||||||||
0.00% due 09/20/196
|
450,000
|
486,000
|
||||||
Asics Corp.
|
||||||||
0.00% due 03/01/196
|
50,000,000 JPY
|
481,235
|
||||||
HIS Co. Ltd.
|
||||||||
0.00% due 08/30/196
|
50,000,000 JPY
|
464,135
|
||||||
Shenzhou International Group Holdings Ltd.
|
||||||||
0.50% due 06/18/19
|
2,000,000 HKD
|
340,557
|
||||||
Total Consumer, Cyclical
|
9,910,648
|
|||||||
Industrial - 7.0%
|
||||||||
Dycom Industries, Inc.
|
||||||||
0.75% due 09/15/211,2
|
1,172,000
|
1,280,410
|
||||||
China Railway Construction Corporation Ltd.
|
||||||||
0.00% due 01/29/216
|
1,000,000
|
1,210,000
|
||||||
Siemens Financieringsmaatschappij N.V.
|
||||||||
1.65% due 08/16/19
|
750,000
|
900,896
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CONVERTIBLE BONDS†† - 70.0% (continued)
|
||||||||
Industrial - 7.0% (continued)
|
||||||||
Makino Milling Machine Co., Ltd.
|
||||||||
0.00% due 03/19/186
|
70,000,000 JPY
|
$
|
771,042
|
|||||
Safran S.A.
|
||||||||
0.00% due 12/31/206
|
711,500 EUR
|
724,590
|
||||||
Cemex SAB de CV
|
||||||||
3.72% due 03/15/20
|
508,000
|
586,740
|
||||||
Implenia AG
|
||||||||
0.50% due 06/30/22
|
485,000 CHF
|
551,315
|
||||||
CRRC Corporation Ltd.
|
||||||||
0.00% due 02/05/216
|
500,000
|
523,750
|
||||||
OSG Corp.
|
||||||||
0.00% due 04/04/226
|
40,000,000 JPY
|
521,519
|
||||||
Shimizu Corp.
|
||||||||
0.00% due 10/16/206
|
50,000,000 JPY
|
490,229
|
||||||
Larsen & Toubro Ltd.
|
||||||||
0.68% due 10/22/19
|
500,000
|
485,063
|
||||||
BW Group Ltd.
|
||||||||
1.75% due 09/10/19
|
400,000
|
375,800
|
||||||
MTU Aero Engines AG
|
||||||||
0.13% due 05/17/23
|
300,000 EUR
|
369,194
|
||||||
Vishay Intertechnology, Inc.
|
||||||||
2.25% due 05/15/41
|
190,000
|
187,031
|
||||||
Total Industrial
|
8,977,579
|
|||||||
Energy - 5.0%
|
||||||||
Weatherford International Ltd.
|
||||||||
5.88% due 07/01/211,2
|
2,142,000
|
2,403,056
|
||||||
Chesapeake Energy Corp.
|
||||||||
5.50% due 09/15/263
|
2,059,000
|
2,204,418
|
||||||
PDC Energy, Inc.
|
||||||||
1.13% due 09/15/211
|
533,000
|
602,956
|
||||||
Oasis Petroleum, Inc.
|
||||||||
2.63% due 09/15/23
|
330,000
|
441,375
|
||||||
Technip S.A.
|
||||||||
0.88% due 01/25/21
|
300,000 EUR
|
424,634
|
||||||
RAG-Stiftung
|
||||||||
0.00% due 02/18/216
|
300,000 EUR
|
356,550
|
||||||
Total Energy
|
6,432,989
|
|||||||
Utilities - 1.4%
|
||||||||
CenterPoint Energy, Inc.
|
||||||||
4.18% due 09/15/291,7
|
15,045
|
1,050,329
|
||||||
NRG Yield, Inc.
|
||||||||
3.25% due 06/01/203
|
700,000
|
685,563
|
||||||
Total Utilities
|
1,735,892
|
|||||||
Basic Materials - 1.3%
|
||||||||
Kansai Paint Co., Ltd.
|
||||||||
0.00% due 06/17/196
|
80,000,000 JPY
|
754,164
|
||||||
Toray Industries, Inc.
|
||||||||
0.00% due 08/30/196
|
60,000,000 JPY
|
635,576
|
||||||
OCI NV
|
||||||||
3.88% due 09/25/18
|
300,000 EUR
|
321,049
|
||||||
Total Basic Materials
|
1,710,789
|
|||||||
Total Convertible Bonds
|
||||||||
(Cost $85,031,073)
|
89,776,790
|
Advent Claymore Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CORPORATE BONDS†† - 39.2%
|
||||||||
Consumer, Non-cyclical - 9.6%
|
||||||||
Tenet Healthcare Corp.
|
||||||||
6.00% due 10/01/201,2
|
1,900,000
|
$
|
2,009,249
|
|||||
8.13% due 04/01/22
|
196,000
|
198,940
|
||||||
4.50% due 04/01/211
|
153,000
|
154,530
|
||||||
United Rentals North America, Inc.
|
||||||||
6.13% due 06/15/231
|
700,000
|
741,999
|
||||||
5.50% due 07/15/251,2
|
350,000
|
364,438
|
||||||
Endo Limited / Endo Finance LLC / Endo Finco, Inc.
|
||||||||
6.00% due 02/01/251,3
|
1,200,000
|
982,499
|
||||||
Valeant Pharmaceuticals International, Inc.
|
||||||||
6.13% due 04/15/253
|
1,271,000
|
956,427
|
||||||
Molina Healthcare, Inc.
|
||||||||
5.38% due 11/15/221
|
580,000
|
601,750
|
||||||
HCA, Inc.
|
||||||||
5.38% due 02/01/25
|
294,000
|
300,248
|
||||||
5.00% due 03/15/241
|
256,000
|
267,200
|
||||||
HealthSouth Corp.
|
||||||||
5.75% due 09/15/251,2
|
525,000
|
528,938
|
||||||
Sotheby's
|
||||||||
5.25% due 10/01/221,3
|
500,000
|
505,000
|
||||||
BioMarin Pharmaceutical, Inc.
|
||||||||
0.75% due 10/15/18
|
417,000
|
482,677
|
||||||
Sucampo Pharmaceuticals, Inc.
|
||||||||
3.25% due 12/15/213
|
470,000
|
459,719
|
||||||
Revlon Consumer Products Corp.
|
||||||||
6.25% due 08/01/241
|
392,000
|
406,700
|
||||||
Quorum Health Corp.
|
||||||||
11.63% due 04/15/233
|
404,000
|
381,779
|
||||||
Horizon Pharma, Inc.
|
||||||||
6.63% due 05/01/231,2
|
375,000
|
362,813
|
||||||
CHS/Community Health Systems, Inc.
|
||||||||
6.88% due 02/01/22
|
451,000
|
330,358
|
||||||
Greatbatch Ltd.
|
||||||||
9.13% due 11/01/233
|
294,000
|
307,598
|
||||||
Cenveo Corp.
|
||||||||
8.50% due 09/15/223
|
400,000
|
282,000
|
||||||
Land O'Lakes Capital Trust I
|
||||||||
7.45% due 03/15/281,3
|
250,000
|
281,875
|
||||||
Ritchie Bros Auctioneers, Inc.
|
||||||||
5.38% due 01/15/251,3
|
269,000
|
275,389
|
||||||
Cott Corp.
|
||||||||
5.50% due 07/01/243
|
218,000 EUR
|
250,289
|
||||||
Ahern Rentals, Inc.
|
||||||||
7.38% due 05/15/231,3
|
261,000
|
245,340
|
||||||
Concordia International Corp.
|
||||||||
9.50% due 10/21/223
|
350,000
|
150,500
|
||||||
7.00% due 04/15/233
|
146,000
|
53,929
|
||||||
Spectrum Brands, Inc.
|
||||||||
5.75% due 07/15/251
|
152,000
|
159,600
|
||||||
Cott Beverages, Inc.
|
||||||||
5.38% due 07/01/22
|
145,000
|
149,024
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CORPORATE BONDS†† - 39.2% (continued)
|
||||||||
Consumer, Non-cyclical - 9.6% (continued)
|
||||||||
IASIS Healthcare LLC / IASIS Capital Corp.
|
||||||||
8.38% due 05/15/19
|
69,000
|
$
|
66,068
|
|||||
Land O' Lakes, Inc.
|
||||||||
6.00% due 11/15/223
|
26,000
|
28,470
|
||||||
Total Consumer, Non-cyclical
|
12,285,346
|
|||||||
Energy - 7.0%
|
||||||||
PBF Holding Company LLC / PBF Finance Corp.
|
||||||||
8.25% due 02/15/201
|
925,000
|
948,125
|
||||||
7.00% due 11/15/231
|
392,000
|
400,820
|
||||||
Rowan Companies, Inc.
|
||||||||
7.88% due 08/01/191,2
|
1,000,000
|
1,095,000
|
||||||
Nabors Industries, Inc.
|
||||||||
0.75% due 01/15/243
|
867,000
|
878,921
|
||||||
Ensco Jersey Finance Ltd.
|
||||||||
3.00% due 01/31/243
|
566,000
|
619,770
|
||||||
CONSOL Energy, Inc.
|
||||||||
8.00% due 04/01/23
|
475,000
|
489,250
|
||||||
PDC Energy, Inc.
|
||||||||
6.13% due 09/15/241,3
|
425,000
|
446,250
|
||||||
Genesis Energy Limited Partnership / Genesis Energy Finance Corp.
|
||||||||
6.00% due 05/15/231
|
400,000
|
412,999
|
||||||
Parsley Energy LLC / Parsley Finance Corp.
|
||||||||
6.25% due 06/01/241,3
|
342,000
|
369,360
|
||||||
5.38% due 01/15/253
|
25,000
|
25,750
|
||||||
Sabine Pass Liquefaction LLC
|
||||||||
5.75% due 05/15/24
|
348,000
|
380,625
|
||||||
Tesoro Corp.
|
||||||||
5.13% due 12/15/261,3
|
360,000
|
376,650
|
||||||
Tullow Oil plc
|
||||||||
6.25% due 04/15/223
|
400,000
|
372,000
|
||||||
Cloud Peak Energy Resources LLC / Cloud Peak Energy Finance Corp.
|
||||||||
12.00% due 11/01/21
|
328,000
|
350,140
|
||||||
Sunoco Limited Partnership / Sunoco Finance Corp.
|
||||||||
6.38% due 04/01/231
|
300,000
|
309,450
|
||||||
Western Refining Logistics Limited Partnership / WNRL Finance Corp.
|
||||||||
7.50% due 02/15/231
|
264,000
|
287,760
|
||||||
Tesoro Logistics Limited Partnership / Tesoro Logistics Finance Corp.
|
||||||||
6.38% due 05/01/241
|
195,000
|
212,794
|
||||||
Continental Resources, Inc.
|
||||||||
5.00% due 09/15/221,2
|
203,000
|
207,821
|
||||||
Diamondback Energy, Inc.
|
||||||||
4.75% due 11/01/243
|
176,000
|
176,660
|
||||||
Murphy Oil Corp.
|
||||||||
4.70% due 12/01/22
|
127,000
|
125,016
|
||||||
6.88% due 08/15/24
|
24,000
|
25,800
|
Advent Claymore Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
|
Value
|
|||||||
Amount~
|
||||||||
CORPORATE BONDS†† - 39.2% (continued)
|
||||||||
Energy - 7.0% (continued)
|
||||||||
Oasis Petroleum, Inc.
|
||||||||
6.88% due 01/15/23
|
136,000
|
$
|
139,910
|
|||||
Kerr-McGee Corp.
|
||||||||
6.95% due 07/01/241
|
108,000
|
129,571
|
||||||
Tesoro Logistics, LP / Tesoro Logistics Finance Corp.
|
||||||||
5.25% due 01/15/25
|
98,000
|
102,533
|
||||||
Targa Resources Partners Limited Partnership / Targa Resources Partners Finance Corp.
|
||||||||
5.13% due 02/01/253
|
25,000
|
25,969
|
||||||
Total Energy
|
8,908,944
|
|||||||
Communications - 5.8%
|
||||||||
Frontier Communications Corp.
|
||||||||
11.00% due 09/15/251
|
1,194,000
|
1,211,909
|
||||||
CCO Holdings LLC / CCO Holdings Capital Corp.
|
||||||||
5.25% due 09/30/221
|
627,000
|
650,650
|
||||||
5.88% due 04/01/241,3
|
196,000
|
210,823
|
||||||
DISH DBS Corp.
|
||||||||
6.75% due 06/01/211,2
|
500,000
|
538,440
|
||||||
5.88% due 11/15/241
|
299,000
|
303,485
|
||||||
SFR Group S.A.
|
||||||||
6.25% due 05/15/241,3
|
546,000
|
551,460
|
||||||
CenturyLink, Inc.
|
||||||||
6.75% due 12/01/231
|
499,000
|
515,218
|
||||||
Finisar Corp.
|
||||||||
0.50% due 12/15/363
|
447,000
|
451,191
|
||||||
West Corp.
|
||||||||
5.38% due 07/15/221,3
|
450,000
|
434,813
|
||||||
Sprint Corp.
|
||||||||
7.88% due 09/15/231
|
392,000
|
429,240
|
||||||
Hughes Satellite Systems Corp.
|
||||||||
6.50% due 06/15/19
|
364,000
|
392,665
|
||||||
CBS Radio, Inc.
|
||||||||
7.25% due 11/01/241,3
|
343,000
|
358,219
|
||||||
GCI, Inc.
|
||||||||
6.88% due 04/15/251
|
313,000
|
327,085
|
||||||
Tribune Media Co.
|
||||||||
5.88% due 07/15/22
|
306,000
|
310,590
|
||||||
Sinclair Television Group, Inc.
|
||||||||
5.88% due 03/15/263
|
294,000
|
295,838
|
||||||
Radio One, Inc.
|
||||||||
7.38% due 04/15/221,3
|
220,000
|
226,600
|
||||||
Windstream Services LLC
|
||||||||
7.50% due 06/01/22
|
196,000
|
190,610
|
||||||
Total Communications
|
7,398,836
|
|||||||
Consumer, Cyclical - 4.1%
|
||||||||
L Brands, Inc.
|
||||||||
5.63% due 02/15/221
|
502,000
|
527,903
|
||||||
5.63% due 10/15/231
|
295,000
|
308,275
|
||||||
GameStop Corp.
|
||||||||
6.75% due 03/15/211,3
|
694,000
|
707,880
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CORPORATE BONDS†† - 39.2% (continued)
|
||||||||
Consumer, Cyclical - 4.1% (continued)
|
||||||||
Allegiant Travel Co.
|
||||||||
5.50% due 07/15/191
|
400,000
|
$
|
413,000
|
|||||
FirstCash, Inc.
|
||||||||
6.75% due 04/01/211
|
348,000
|
366,270
|
||||||
Scotts Miracle-Gro Co.
|
||||||||
5.25% due 12/15/261,3
|
348,000
|
351,264
|
||||||
Levi Strauss & Co.
|
||||||||
5.00% due 05/01/251
|
341,000
|
344,197
|
||||||
VWR Funding, Inc.
|
||||||||
4.63% due 04/15/221,3
|
300,000 EUR
|
335,914
|
||||||
Scientific Games International, Inc.
|
||||||||
10.00% due 12/01/22
|
299,000
|
307,856
|
||||||
Hanesbrands, Inc.
|
||||||||
4.63% due 05/15/241,3
|
294,000
|
292,530
|
||||||
Global Partners Limited Partnership / GLP Finance Corp.
|
||||||||
6.25% due 07/15/221
|
300,000
|
290,250
|
||||||
Brinker International, Inc.
|
||||||||
3.88% due 05/15/231
|
294,000
|
277,095
|
||||||
Speedway Motorsports, Inc.
|
||||||||
5.13% due 02/01/231
|
240,000
|
243,029
|
||||||
MGM Resorts International
|
||||||||
7.75% due 03/15/221
|
140,000
|
163,408
|
||||||
4.63% due 09/01/26
|
49,000
|
47,714
|
||||||
Travelex Financing plc
|
||||||||
8.00% due 08/01/183
|
|
150,000 GBP
|
189,919
|
|||||
Wolverine World Wide, Inc.
|
||||||||
5.00% due 09/01/263
|
98,000
|
93,345
|
||||||
Total Consumer, Cyclical
|
5,259,849
|
|||||||
Industrial - 3.6%
|
||||||||
Navios Maritime Acquisition Corporation / Navios Acquisition Finance US, Inc.
|
||||||||
8.13% due 11/15/211,3
|
576,000
|
525,600
|
||||||
MasTec, Inc.
|
||||||||
4.88% due 03/15/231
|
523,000
|
519,731
|
||||||
Energizer Holdings, Inc.
|
||||||||
5.50% due 06/15/251,2,3
|
420,000
|
428,400
|
||||||
KLX, Inc.
|
||||||||
5.88% due 12/01/221,2,3
|
348,000
|
365,834
|
||||||
Eletson Holdings, Inc.
|
||||||||
9.63% due 01/15/221,3
|
384,000
|
312,000
|
||||||
Shape Technologies Group, Inc.
|
||||||||
7.63% due 02/01/201,3
|
300,000
|
309,000
|
||||||
Boise Cascade Co.
|
||||||||
5.63% due 09/01/243
|
294,000
|
300,615
|
||||||
Ball Corp.
|
||||||||
5.25% due 07/01/25
|
268,000
|
282,740
|
||||||
Navios Maritime Holdings Incorporated / Navios Maritime Finance II US Inc.
|
||||||||
7.38% due 01/15/223
|
400,000
|
276,250
|
||||||
Builders FirstSource, Inc.
|
||||||||
5.63% due 09/01/241,3
|
238,000
|
245,438
|
||||||
Triumph Group, Inc.
|
||||||||
4.88% due 04/01/21
|
249,000
|
238,418
|
Advent Claymore Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CORPORATE BONDS†† - 39.2% (continued)
|
||||||||
Industrial - 3.6% (continued)
|
||||||||
TransDigm, Inc.
|
||||||||
6.50% due 07/15/24
|
227,000
|
$
|
228,419
|
|||||
Masco Corp.
|
||||||||
4.45% due 04/01/251
|
203,000
|
209,679
|
||||||
Xerium Technologies, Inc.
|
||||||||
9.50% due 08/15/21
|
196,000
|
197,960
|
||||||
Bombardier, Inc.
|
||||||||
6.13% due 01/15/231,3
|
166,000
|
163,095
|
||||||
Louisiana-Pacific Corp.
|
||||||||
4.88% due 09/15/24
|
49,000
|
49,000
|
||||||
Total Industrial
|
4,652,179
|
|||||||
Technology - 3.5%
|
||||||||
Integrated Device Technology, Inc.
|
||||||||
0.88% due 11/15/22
|
885,000
|
944,737
|
||||||
Teradyne, Inc.
|
||||||||
1.25% due 12/15/233
|
824,000
|
934,209
|
||||||
Qorvo, Inc.
|
||||||||
7.00% due 12/01/251,2
|
794,000
|
881,340
|
||||||
Veeco Instruments, Inc.
|
||||||||
2.70% due 01/15/23
|
665,000
|
653,363
|
||||||
Western Digital Corp.
|
||||||||
10.50% due 04/01/241,2,3
|
313,000
|
369,340
|
||||||
Seagate HDD Cayman
|
||||||||
4.88% due 06/01/271
|
343,000
|
322,907
|
||||||
First Data Corp.
|
||||||||
5.38% due 08/15/231,3
|
240,000
|
247,800
|
||||||
Nuance Communications, Inc.
|
||||||||
5.38% due 08/15/201,3
|
158,000
|
162,049
|
||||||
Total Technology
|
4,515,745
|
|||||||
Financial - 2.9%
|
||||||||
Alliance Data Systems Corp.
|
||||||||
6.38% due 04/01/201,2,3
|
750,000
|
763,125
|
||||||
Forest City Realty Trust, Inc.
|
||||||||
4.25% due 08/15/18
|
616,000
|
700,315
|
||||||
Dana Financing Luxembourg Sarl
|
||||||||
6.50% due 06/01/261,3
|
504,000
|
534,331
|
||||||
E*TRADE Financial Corp.
|
||||||||
4.63% due 09/15/231,2
|
466,000
|
478,678
|
||||||
Credit Acceptance Corp.
|
||||||||
7.38% due 03/15/231
|
427,000
|
440,262
|
||||||
CoreCivic, Inc.
|
||||||||
4.63% due 05/01/231
|
405,000
|
405,000
|
||||||
Radian Group, Inc.
|
||||||||
7.00% due 03/15/21
|
171,000
|
190,024
|
||||||
Ally Financial, Inc.
|
||||||||
5.13% due 09/30/241,2
|
165,000
|
169,901
|
||||||
Starwood Property Trust, Inc.
|
||||||||
5.00% due 12/15/213
|
49,000
|
49,919
|
||||||
Total Financial
|
3,731,555
|
|||||||
Basic Materials - 2.6%
|
||||||||
NOVA Chemicals Corp.
|
||||||||
5.25% due 08/01/231,3
|
400,000
|
415,500
|
||||||
5.00% due 05/01/251,3
|
411,000
|
413,055
|
||||||
Commercial Metals Co.
|
||||||||
4.88% due 05/15/231
|
371,000
|
380,275
|
Face
|
||||||||
Amount~
|
Value
|
|||||||
CORPORATE BONDS†† - 39.2% (continued)
|
||||||||
Basic Materials - 2.6% (continued)
|
||||||||
First Quantum Minerals Ltd.
|
||||||||
7.00% due 02/15/213
|
326,000
|
$
|
335,780
|
|||||
Blue Cube Spinco, Inc.
|
||||||||
10.00% due 10/15/251
|
250,000
|
303,750
|
||||||
FMG Resources August 2006 Pty Ltd.
|
||||||||
9.75% due 03/01/221,3
|
247,000
|
287,755
|
||||||
Tronox Finance LLC
|
||||||||
7.50% due 03/15/223
|
275,000
|
269,500
|
||||||
TPC Group, Inc.
|
||||||||
8.75% due 12/15/203
|
293,000
|
265,165
|
||||||
Compass Minerals International, Inc.
|
||||||||
4.88% due 07/15/241,3
|
228,000
|
223,440
|
||||||
Sappi Papier Holding GmbH
|
||||||||
4.00% due 04/01/233
|
165,000 EUR
|
188,903
|
||||||
Steel Dynamics, Inc.
|
||||||||
5.00% due 12/15/263
|
79,000
|
80,580
|
||||||
St. Barbara Ltd.
|
||||||||
8.88% due 04/15/181,3
|
76,000
|
78,328
|
||||||
Kaiser Aluminum Corp.
|
||||||||
5.88% due 05/15/24
|
49,000
|
51,450
|
||||||
Total Basic Materials
|
3,293,481
|
|||||||
Utilities - 0.1%
|
||||||||
Dynegy, Inc.
|
||||||||
8.00% due 01/15/253
|
122,000
|
117,730
|
||||||
Total Corporate Bonds
|
||||||||
(Cost $49,098,626)
|
50,163,665
|
|||||||
SENIOR FLOATING RATE INTERESTS††,11 - 0.7%
|
||||||||
Communications- 0.4%
|
||||||||
CSC Holdings LLC
|
||||||||
3.77% due 10/11/24
|
545,633
|
552,538
|
||||||
Consumer, Non-cyclical - 0.2%
|
||||||||
Sprint Industrial Holdings LLC
|
||||||||
11.25% due 11/14/19
|
350,000
|
185,500
|
||||||
Basic Materials - 0.1%
|
||||||||
Fortescue Resources August 2006 Pty Ltd.
|
||||||||
3.75% due 06/30/19
|
138,160
|
139,139
|
||||||
Total Senior Floating Rate Interests
|
||||||||
(Cost $980,975)
|
877,177
|
Contracts (100 shares per contract)
|
Value
|
|||||||
PUT OPTIONS PURCHASED†,* - 0.0%**
|
||||||||
Macquarie Infrastructure Corp. Expiring February 2017 with strike price of $75.00
|
51
|
8,543
|
||||||
Total Put Options Purchased
|
||||||||
(Cost $2,750)
|
8,543
|
|||||||
Total Investments - 139.7%
|
||||||||
(Cost $174,666,198)
|
$
|
179,143,640
|
Advent Claymore Enhanced Growth & Income Fund
|
|
SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
CALL OPTIONS WRITTEN†,* - 0.0%**
|
||||||||
LyondellBasell Industries N.V. Expiring March 2017 with strike price of $97.50
|
34
|
(4,675
|
) | |||||
Total Call Options Written
|
||||||||
(Premiums received $7,084)
|
(4,675
|
) | ||||||
Other Assets & Liabilities, net - (39.7)%
|
(50,916,715
|
) | ||||||
Total Net Assets - 100.0%
|
$
|
128,222,250
|
~
|
The face amount is denominated in U.S. Dollars, unless otherwise noted.
|
*
|
Non-income producing security.
|
**
|
Less than 0.1%
|
†
|
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 or earmarked in connection with borrowings. As of January 31, 2017, the total value of the positions segregated was $83,901,123.
|
2
|
A portion of the security has been rehypothecated in connection with the Fund’s revolving credit agreement. $34,669,089 in aggregate has been rehypothecated.
|
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 $34,376,590 (cost $33,966,041), or 26.8% 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
|
All or a portion of this security represents cover for outstanding written options. As of January 31, 2017, the total value of the positions segregated was $317,118.
|
9
|
Security becomes an accreting bond after March 1, 2018, with a 2.00% principal accretion rate.
|
10
|
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.
|
11
|
Variable rate security. The rate indicated is the rate effective as of January 31, 2017.
|
A.G.
|
Stock Corporation
|
B.V.
|
Limited Liability Company
|
CAD
|
Canadian Dollar
|
CHF
|
Swiss Franc
|
EUR
|
Euro
|
GBP
|
British Pound
|
GmbH
|
Limited Liability
|
HKD
|
Hong Kong Dollar
|
JPY
|
Japanese Yen
|
N.V.
|
Publicly Traded Company
|
plc
|
Public Limited Company
|
Pty
|
Proprietary
|
S.A.
|
Corporation
|
SAB de CV
|
Publicly Traded Company
|
SpA
|
Limited Share Company
|
|
The following table summarizes the inputs used to value the Fund's investments at January 31, 2017 (See Note 1 in the Notes to Schedule of Investments):
|
Level 1 Quoted Prices
|
Level 2 Significant Observable Inputs
|
Level 3 Significant Unobservable Inputs
|
Total
|
|||||||||||||
Assets
|
||||||||||||||||
Common Stocks
|
$
|
11,721,143
|
$
|
—
|
$
|
—
|
$
|
11,721,143
|
||||||||
Convertible Preferred Stocks
|
11,413,874
|
—
|
—
|
11,413,874
|
||||||||||||
Short Term Investments
|
15,182,448
|
—
|
—
|
15,182,448
|
||||||||||||
Convertible Bonds
|
—
|
89,776,790
|
—
|
89,776,790
|
Other Information (unaudited)
|
Corporate Bonds
|
—
|
50,163,665
|
—
|
50,163,665
|
||||||||||||
Senior Floating Rate Interests
|
—
|
877,177
|
—
|
877,177
|
||||||||||||
Put Options Purchased
|
8,543
|
—
|
—
|
8,543
|
||||||||||||
Forward Foreign Currency Exchange Contracts*
|
—
|
90,753
|
—
|
90,753
|
||||||||||||
Total Assets
|
$
|
38,326,008
|
$
|
140,908,385
|
$
|
—
|
$
|
179,234,393
|
||||||||
Liabilities
|
||||||||||||||||
Call Options Written
|
$
|
4,675
|
$
|
—
|
$
|
—
|
$
|
4,675
|
||||||||
Forward Foreign Currency Exchange Contracts*
|
—
|
507,306
|
—
|
507,306
|
||||||||||||
Unfunded Commitments
|
—
|
432,835
|
—
|
432,835
|
||||||||||||
Total Liabilities
|
$
|
4,675
|
$
|
940,141
|
$
|
—
|
$
|
944,816
|
* These amounts are reported as unrealized gain/(loss) as of January 31, 2017.
Please refer to the detailed portfolio for the breakdown of investment type by industry category.
The Fund did not hold any Level 3 securities during the period ended January 31, 2017.
|
Transfers between investment levels may occur as the markets fluctuate and/or the availability of data used in an investment’s valuation changes. Transfers between valuation levels, if any, are in comparison to the valuation levels at the end of the previous fiscal year, and are effective using the fair value as of the end of the current fiscal period.
|
For the period ended January 31, 2017, there were no transfers between levels.
|
NOTES TO SCHEDULE OF INVESTMENTS (Unaudited)
|
January 31, 2017
|
Cost of
|
Net Tax
|
Net Tax Unrealized
|
||
Investments
|
Gross Tax
|
Gross Tax
|
Unrealized
|
Depreciation
|
for Tax
|
Unrealized
|
Unrealized
|
Appreciation
|
on Derivatives and
|
Purposes
|
Appreciation
|
Depreciation
|
on Investments
|
Foreign Currency
|
$175,206,266
|
$9,659,205
|
$(5,721,831)
|
$3,937,374
|
$(414,144)
|
Contracts to Sell
|
Counterparty
|
Settlement Date
|
Settlement Value
|
Value as of 1/31/2017
|
Net Unrealized Appreciation (Depreciation)
|
||
CAD
|
3,693,235
|
||||||
for USD
|
2,815,180
|
The Bank of New York Mellon
|
3/14/2017
|
$ 2,815,180
|
$ 2,833,948
|
$ (18,768)
|
|
CAD
|
795,000
|
||||||
for USD
|
605,991
|
The Bank of New York Mellon
|
3/14/2017
|
605,991
|
610,031
|
(4,040)
|
|
CHF
|
1,344,000
|
||||||
for USD
|
1,330,166
|
The Bank of New York Mellon
|
3/14/2017
|
1,330,166
|
1,365,353
|
(35,187)
|
|
EUR
|
715,000
|
||||||
for USD
|
762,190
|
The Bank of New York Mellon
|
3/14/2017
|
762,190
|
774,055
|
(11,865)
|
|
EUR
|
11,565,000
|
||||||
for USD
|
12,328,290
|
The Bank of New York Mellon
|
3/14/2017
|
12,328,290
|
12,520,206
|
(191,916)
|
|
EUR
|
100,000
|
||||||
for USD
|
107,049
|
The Bank of New York Mellon
|
3/14/2017
|
107,049
|
108,259
|
(1,210)
|
|
EUR
|
2,360,000
|
||||||
for USD
|
2,515,760
|
The Bank of New York Mellon
|
3/14/2017
|
2,515,760
|
2,554,923
|
(39,163)
|
|
EUR
|
82,000
|
||||||
for USD
|
87,314
|
The Bank of New York Mellon
|
3/14/2017
|
87,314
|
88,772
|
(1,458)
|
|
GBP
|
147,542
|
||||||
for USD
|
187,061
|
The Bank of New York Mellon
|
3/14/2017
|
187,061
|
185,787
|
1,274
|
|
GBP
|
1,028,750
|
||||||
for USD
|
1,304,300
|
The Bank of New York Mellon
|
3/14/2017
|
1,304,300
|
1,295,415
|
8,885
|
|
GBP
|
872,000
|
||||||
for USD
|
1,105,565
|
The Bank of New York Mellon
|
3/14/2017
|
1,105,565
|
1,098,033
|
7,532
|
|
JPY
|
660,983,000
|
||||||
for USD
|
5,746,279
|
The Bank of New York Mellon
|
3/14/2017
|
5,746,279
|
5,879,876
|
(133,597)
|
|
JPY
|
42,000,000
|
||||||
for USD
|
366,300
|
The Bank of New York Mellon
|
3/14/2017
|
366,300
|
373,617
|
(7,317)
|
|
JPY
|
32,000,000
|
||||||
for USD
|
272,556
|
The Bank of New York Mellon
|
3/14/2017
|
272,556
|
284,661
|
(12,105)
|
|
JPY
|
31,000,000
|
||||||
for USD
|
264,455
|
The Bank of New York Mellon
|
3/14/2017
|
264,455
|
275,765
|
(11,310)
|
|
JPY
|
64,000,000
|
||||||
for USD
|
548,337
|
The Bank of New York Mellon
|
3/14/2017
|
548,337
|
569,322
|
(20,985)
|
|
JPY
|
51,575,000
|
||||||
for USD
|
448,369
|
The Bank of New York Mellon
|
3/14/2017
|
448,369
|
458,793
|
(10,424)
|
|
TWD
|
17,600,000
|
||||||
for USD
|
554,156
|
The Bank of New York Mellon
|
3/14/2017
|
554,156
|
562,117
|
(7,961)
|
|
(489,615)
|
|||||||
Contracts to Buy
|
Counterparty
|
Settlement Date
|
Settlement Value
|
Value as of 1/31/2017
|
Net Unrealized Appreciation (Depreciation)
|
||
CAD
|
645,000
|
||||||
for USD
|
487,289
|
The Bank of New York Mellon
|
3/14/2017
|
$ 487,289
|
$ 494,931
|
$ 7,642
|
|
CHF
|
215,000
|
||||||
for USD
|
212,253
|
The Bank of New York Mellon
|
3/14/2017
|
212,253
|
218,415
|
6,162
|
|
CHF
|
62,000
|
||||||
for USD
|
61,244
|
The Bank of New York Mellon
|
3/14/2017
|
61,244
|
62,985
|
1,741
|
|
CHF
|
115,000
|
||||||
for USD
|
112,842
|
The Bank of New York Mellon
|
3/14/2017
|
112,842
|
116,827
|
3,985
|
|
EUR
|
880,000
|
||||||
for USD
|
931,850
|
The Bank of New York Mellon
|
3/14/2017
|
931,850
|
952,683
|
20,833
|
|
EUR
|
355,000
|
||||||
for USD
|
373,433
|
The Bank of New York Mellon
|
3/14/2017
|
373,433
|
384,321
|
10,888
|
|
EUR
|
530,000
|
||||||
for USD
|
568,793
|
The Bank of New York Mellon
|
3/14/2017
|
568,793
|
573,775
|
4,982
|
|
GBP
|
311,000
|
||||||
for USD
|
384,660
|
The Bank of New York Mellon
|
3/14/2017
|
384,660
|
391,615
|
6,955
|
|
TWD
|
17,600,000
|
||||||
for USD
|
552,243
|
The Bank of New York Mellon
|
3/14/2017
|
552,243
|
562,117
|
9,874
|
|
73,062
|
|||||||
Total unrealized depreciation on forward foreign currency exchange contracts
|
$ (416,553)
|
Borrower
|
Maturity Date
|
Face Amount
|
Value
|
PetSmart, Inc.
|
03/10/22
|
$437,000
|
$432,835
|
SUPPLEMENTAL INFORMATION (Unaudited)
|
January 31, 2017
|
(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) 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 change in the registrant’s internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940, as amended) 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 Enhanced Growth & Income Fund
|
By:
|
/s/ Tracy V. Maitland |
Date:
|
March 27, 2017 |
By:
|
/s/ Tracy V. Maitland |
Date:
|
March 27, 2017 |
By:
|
/s/ Robert White |
Date:
|
March 27, 2017 |