Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	GTAT	44,462	$58.16M	4.1%	$1308.13	$807.81	—	3% 10/01/17	36191UAA4
—	IART	49,601	$50.41M	3.5%	$1016.25	$1017.74	—	1.63% 12/15/16	457985AK5
—	GBX	46,400	$50.02M	3.5%	$1078.13	$1009.72	—	3.5% 04/01/18	393657AH4
—	WNC	35,055	$45.94M	3.2%	$1310.63	$1214.38	—	3.38% 05/01/18	929566AH0
—	INTC	44,198	$41.5M	2.9%	$939.00	$972.71	—	0% 06/12/20	94986RQF1
—	NR	29,493	$40.9M	2.9%	$1386.87	$1178.13	—	4% 10/01/17	651718AC2
—	BSFT	36,744	$40.79M	2.9%	$1110.00	$1034.50	—	1.5% 07/01/18	11133BAB8
—	IP	40,096	$38.25M	2.7%	$954.01	$974.61	—	0% 06/17/20	94986RQH7
—	TRN	29,375	$35.78M	2.5%	$1218.14	$1204.76	—	3.88% 06/01/36	896522AF6
—	GOOG	27,147	$33.19M	2.3%	$1222.71	$1136.70	—	0% 03/28/16	38143UTC5
—	HTGC	25,501	$33.07M	2.3%	$1296.89	$1091.24	—	6% 04/15/16	427096AB8
—	TITN	36,288	$32.43M	2.3%	$893.74	$933.51	—	3.75% 05/01/19	88830RAB7
—	PSEC	31,228	$32.34M	2.3%	$1035.64	$1061.88	—	5.5% 08/15/16	74348TAD4
—	STWD	30,706	$32.07M	2.3%	$1044.39	$1103.74	—	4.55% 03/01/18	85571BAA3
—	MHO	29,591	$30.18M	2.1%	$1020.01	$1034.26	—	3% 03/01/18	55292PAB1
—	RYL	32,178	$29.52M	2.1%	$917.49	$913.04	—	0.25% 06/01/19	783764AS2
—	RTI	28,326	$29.46M	2.1%	$1040.00	$969.31	—	1.63% 10/15/19	74973WAB3
—	AAPL	31,656	$29.43M	2.1%	$929.59	$930.74	—	0% 01/24/20	38141GMG6
—	SLXP	23,293	$28.69M	2.0%	$1231.87	$1198.12	—	1.5% 03/15/19	795435AE6
—	RWT	26,627	$28.19M	2.0%	$1058.74	$1055.70	—	4.63% 04/15/18	758075AB1
—	ALR	23,645	$25.05M	1.8%	$1059.38	$991.10	—	3% 05/15/16	01449JAA3
—	PLAB	21,801	$24.36M	1.7%	$1117.52	$1071.62	—	3.25% 04/01/16	719405AH5
—	HOLX	23,933	$24.11M	1.7%	$1007.48	$1044.45	—	2% 03/01/42	436440AC5
—	BRS	19,114	$23.53M	1.7%	$1231.24	$1151.86	—	3% 06/15/38	110394AC7
—	MTH	20,847	$22.55M	1.6%	$1081.88	$1115.79	—	1.88% 09/15/32	59001AAR3
—	AIMC	18,840	$22.49M	1.6%	$1193.74	$1194.40	—	2.75% 03/01/31	02208RAE6
—	ATK	16,962	$22.25M	1.6%	$1311.87	$1087.52	—	3% 08/15/24	018804AK0
—	RGLD	22,840	$22.01M	1.5%	$963.75	$994.06	—	2.88% 06/15/19	780287AA6
—	BGCP	19,829	$20.45M	1.4%	$1031.27	$997.83	—	4.5% 07/15/16	05541TAD3
—	FOR	16,894	$19.61M	1.4%	$1160.65	$1159.30	—	3.75% 03/01/20	346232AB7
—	ARCP	19,357	$18.33M	1.3%	$946.89	$946.89	—	3% 08/01/18	02917TAA2
—	SNDK	13,594	$18.05M	1.3%	$1327.50	$1293.76	—	1.5% 08/15/17	80004CAD3
—	ZINC	16,311	$17.71M	1.2%	$1085.65	$1050.79	—	3.8% 07/01/17	440694AB3
—	MENT	12,995	$17.09M	1.2%	$1314.97	$1179.39	—	4% 04/01/31	587200AK2
—	GPI	12,771	$16.92M	1.2%	$1325.03	$1162.52	—	2.25% 06/15/36	398905AE9
—	TWGP	19,961	$16.79M	1.2%	$841.24	$1055.65	—	5% 09/15/14	891777AC8
—	AUQ	15,626	$14.97M	1.1%	$958.15	$992.91	—	3.5% 10/01/16	666416AB8
—	ENS	9,553	$14.78M	1.0%	$1546.84	$1261.90	—	3.38% 06/01/38	29275YAA0
—	CMTL	12,992	$13.22M	0.9%	$1017.47	$1023.50	—	3% 05/01/29	205826AF7
—	CBST	5,720	$12.88M	0.9%	$2251.92	$1708.12	—	2.5% 11/01/17	229678AD9
—	NUAN	12,405	$12.6M	0.9%	$1015.64	$1021.27	—	2.75% 11/01/31	67020YAF7
—	LPNT	11,827	$12.45M	0.9%	$1052.51	$1095.63	—	3.5% 05/15/14	53219LAH2
—	XXIA	10,584	$12.12M	0.9%	$1145.03	$1322.49	—	3% 12/15/15	45071RAB5
—	LLTC	10,528	$11.21M	0.8%	$1064.40	$1068.73	—	3% 05/01/27	535678AC0
—	TTWO	10,060	$11.14M	0.8%	$1107.46	$994.53	—	1% 07/01/18	874054AD1
—	TFX	7,909	$11.14M	0.8%	$1408.14	$1451.85	—	3.88% 08/01/17	879369AA4
—	SGY	9,961	$10.89M	0.8%	$1093.16	$998.13	—	1.75% 03/01/17	861642AN6
—	SWC	10,112	$10.62M	0.7%	$1050.04	$1152.95	—	1.75% 10/15/32	86074QAL6
—	AAPL/WF	11,100	$10.45M	0.7%	$941.26	$884.68	—	0% 01/24/20	94986RPJ4
—	HLX	7,637	$10.21M	0.7%	$1336.91	$1231.87	—	3.25% 03/15/32	42330PAG2
—	LRCX	8,211	$9.92M	0.7%	$1208.14	$1071.87	—	1.25% 05/15/18	512807AL2
—	ONNN	9,067	$9.819M	0.7%	$1082.94	$1113.51	—	2.63% 12/15/26	682189AH8
—	ARCC	9,317	$9.818M	0.7%	$1053.77	$1064.96	—	5.13% 06/01/16	04010LAD5
—	STWD	9,079	$9.442M	0.7%	$1039.98	$1039.98	—	4% 01/15/19	85571BAB1
—	GTLS	4,961	$9.234M	0.6%	$1861.32	$1358.78	—	2% 08/01/18	16115QAC4
—	ARRS	8,552	$9.193M	0.6%	$1074.95	$1121.88	—	2% 11/15/26	04269QAC4
—	GPRE	6,900	$8.905M	0.6%	$1290.58	$1109.37	—	5.75% 11/01/15	393222AB0
—	PRAA	7,500	$8.752M	0.6%	$1166.93	$1166.93	—	3% 08/01/20	73640QAA3
—	LRCX	7,673	$8.68M	0.6%	$1131.24	$1049.34	—	0.5% 05/15/16	512807AJ7
—	AIR	7,794	$8.154M	0.6%	$1046.19	$968.79	—	2.25% 03/01/16	000361AM7
—	AUXL	7,560	$7.839M	0.6%	$1036.90	$1036.90	—	1.5% 07/15/18	05334DAA5
—	UTHR	4,500	$7.661M	0.5%	$1702.44	$1378.67	—	1% 09/15/16	91307CAF9
—	ARCC	6,520	$6.748M	0.5%	$1034.97	$1069.90	—	4.88% 03/15/17	04010LAG8
—	EPAY	5,112	$5.908M	0.4%	$1155.71	$1169.07	—	1.5% 12/01/17	101388AA4
—	KCAP	4,862	$5.734M	0.4%	$1179.35	$1247.51	—	8.75% 03/15/16	500233AB7
—	LUK	5,242	$5.494M	0.4%	$1048.07	$1032.65	—	3.88% 11/01/29	472319AG7
—	AAPL/WF	5,477	$5.156M	0.4%	$941.39	$884.67	—	0% 01/24/20	94986RQJ3
—	CHK	4,911	$4.85M	0.3%	$987.58	$987.58	—	2.5% 05/15/37	165167BZ9
—	WAC	4,532	$4.747M	0.3%	$1047.44	$1049.62	—	4.5% 11/01/19	93317WAA0
—	PSEC	4,178	$4.38M	0.3%	$1048.35	$1037.33	—	5.375% 10/15/17	74348TAK8
—	NLY	3,675	$3.744M	0.3%	$1018.78	$1026.74	—	5% 05/15/15	035710AB8
—	MOH	3,044	$3.729M	0.3%	$1225.03	$1178.60	—	3.75% 10/01/14	60855RAA8
—	EQIX	2,229	$3.721M	0.3%	$1669.36	$2012.58	—	3% 10/15/14	29444UAG1
—	HOS	2,405	$3.114M	0.2%	$1294.80	$1294.80	—	1.5% 09/01/19	440543AN6
—	GILD	852	$2.361M	0.2%	$2771.13	$2172.50	—	1.63% 05/01/16	375558AP8
—	OCR	1,645	$1.748M	0.1%	$1062.61	$998.64	—	3.25% 12/15/35	681904AL2
—	JBLU	1,000	$1.459M	0.1%	$1459.00	$1538.79	—	6.75% 10/15/39	477143AF8
—	OUTR	1,121	$1.408M	0.1%	$1256.02	$1436.04	—	4% 09/01/14	19259PAF9
—	EMC	866	$1.384M	0.1%	$1598.15	$1492.87	—	1.75% 12/01/13	268648AM4
—	AGCO	915	$1.359M	0.1%	$1485.25	$1299.16	—	1.25% 12/15/36	001084AM4
—	B	1,065	$1.323M	0.1%	$1242.25	$1092.49	—	3.38% 03/15/27	067806AD1
—	ENDP	750	$1.191M	0.1%	$1588.00	$1194.40	—	1.75% 04/15/15	29264FAB2
—	STLD	1,090	$1.189M	0.1%	$1090.83	$1122.22	—	5.13% 06/15/14	858119AP5
—	PSEC	1,110	$1.132M	0.1%	$1019.82	$1019.82	—	5.75% 03/15/18	74348TAL6
—	HA	750	$876K	0.1%	$1168.00	$1068.67	—	5% 03/15/16	419879AD3
—	DHI	468	$711K	0.0%	$1519.23	$1884.44	—	2% 05/15/14	23331ABB4
—	PRSC	500	$526K	0.0%	$1052.00	$1022.00	—	6.5% 05/15/14	743815AB8
—	TRAK	387	$498K	0.0%	$1286.82	$1155.04	—	1.5% 03/15/17	242309AB8
—	CACI	355	$453K	0.0%	$1276.06	$1140.00	—	2.13% 05/01/14	127190AD8
—	XLNX	255	$414K	0.0%	$1623.53	$1425.00	—	2.63% 06/15/17	983919AF8
—	AKRX	179	$411K	0.0%	$2296.09	$1733.75	—	3.5% 06/01/16	009728AB2