Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	IART	52,992	$57.2M	4.0%	$1079.33	$1021.68	—	1.63% 12/15/16	457985AK5
—	GBX	46,030	$54.99M	3.9%	$1194.57	$1009.72	—	3.5% 04/01/18	393657AH4
—	INTC	44,147	$43.52M	3.1%	$985.71	$972.71	—	0% 06/12/20	94986RQF1
—	TITN	46,622	$40.06M	2.8%	$859.32	$917.07	—	3.75% 05/01/19	88830RAB7
—	IP	40,128	$39M	2.8%	$971.89	$974.61	—	0% 06/17/20	94986RQH7
—	STWD	34,391	$38.57M	2.7%	$1121.40	$1105.63	—	4.55% 03/01/18	85571BAA3
—	WNC	27,687	$36.29M	2.6%	$1310.62	$1214.38	—	3.38% 05/01/18	929566AH0
—	TRN	26,976	$35.74M	2.5%	$1324.92	$1204.76	—	3.88% 06/01/36	896522AF6
—	MHO	31,298	$35.02M	2.5%	$1118.83	$1038.87	—	3% 03/01/18	55292PAB1
—	BSFT	34,429	$34.99M	2.5%	$1016.27	$1034.50	—	1.5% 07/01/18	11133BAB8
—	PSEC	32,492	$34.67M	2.4%	$1067.03	$1062.08	—	5.5% 08/15/16	74348TAD4
—	SLXP	22,664	$33.97M	2.4%	$1498.90	$1198.12	—	1.5% 03/15/19	795435AE6
—	RYL	35,402	$33.22M	2.3%	$938.28	$915.34	—	0.25% 06/01/19	783764AS2
—	RWT	31,169	$32.76M	2.3%	$1051.08	$1055.02	—	4.63% 04/15/18	758075AB1
—	GOOG	21,846	$32.57M	2.3%	$1491.03	$1136.70	—	0% 03/28/16	38143UTC5
—	AAPL	31,731	$31.37M	2.2%	$988.69	$930.74	—	0% 01/24/20	38141GMG6
—	RSO	29,929	$30.11M	2.1%	$1006.15	$1006.15	—	6% 12/01/18	76120WAA2
—	NR	20,174	$27.29M	1.9%	$1352.63	$1178.13	—	4% 10/01/17	651718AC2
—	RGLD	26,816	$25.94M	1.8%	$967.22	$990.08	—	2.88% 06/15/19	780287AA6
—	MTH	22,680	$25.62M	1.8%	$1129.59	$1116.90	—	1.88% 09/15/32	59001AAR3
—	AUXL	22,144	$24.66M	1.7%	$1113.57	$1087.40	—	1.5% 07/15/18	05334DAA5
—	FOR	21,088	$24.58M	1.7%	$1165.40	$1160.51	—	3.75% 03/01/20	346232AB7
—	PLAB	21,077	$24.43M	1.7%	$1159.04	$1071.62	—	3.25% 04/01/16	719405AH5
—	ALR	19,917	$22.55M	1.6%	$1132.20	$991.10	—	3% 05/15/16	01449JAA3
—	ONNN	20,102	$22.21M	1.6%	$1105.11	$1108.90	—	2.63% 12/15/26	682189AH8
—	BGCP	19,925	$21.16M	1.5%	$1061.98	$997.83	—	4.5% 07/15/16	05541TAD3
—	ARCP	20,364	$20.5M	1.4%	$1006.73	$949.85	—	3% 08/01/18	02917TAA2
—	HTGC	14,519	$20.43M	1.4%	$1406.92	$1091.24	—	6% 04/15/16	427096AB8
—	ARCP	19,508	$19.82M	1.4%	$1015.84	$1015.84	—	3.75% 12/15/20	02917TAB0
—	AUQ	19,444	$18.82M	1.3%	$968.11	$988.04	—	3.5% 10/01/16	666416AB8
—	AIMC	13,148	$18.22M	1.3%	$1385.46	$1194.40	—	2.75% 03/01/31	02208RAE6
—	SNDK	11,303	$16.72M	1.2%	$1479.43	$1293.76	—	1.5% 08/15/17	80004CAD3
—	ATK	10,326	$16.64M	1.2%	$1611.95	$1087.52	—	3% 08/15/24	018804AK0
—	RTI	15,254	$16.08M	1.1%	$1053.89	$969.31	—	1.63% 10/15/19	74973WAB3
—	MENT	11,232	$15.04M	1.1%	$1339.48	$1179.39	—	4% 04/01/31	587200AK2
—	BRS	11,560	$14.19M	1.0%	$1227.68	$1151.86	—	3% 06/15/38	110394AC7
—	GPI	10,959	$13.87M	1.0%	$1265.44	$1162.52	—	2.25% 06/15/36	398905AE9
—	SWC	11,964	$13.46M	0.9%	$1124.96	$1148.61	—	1.75% 10/15/32	86074QAL6
—	ZINC	10,266	$13.25M	0.9%	$1290.96	$1050.79	—	3.8% 07/01/17	440694AB3
—	CMTL	12,358	$13.05M	0.9%	$1056.24	$1023.50	—	3% 05/01/29	205826AF7
—	PSEC	12,378	$13.05M	0.9%	$1054.13	$1048.46	—	5.375% 10/15/17	74348TAK8
—	ENS	7,014	$12.39M	0.9%	$1766.04	$1261.90	—	3.38% 06/01/38	29275YAA0
—	TFX	7,706	$12.28M	0.9%	$1593.56	$1451.85	—	3.88% 08/01/17	879369AA4
—	TTWO	11,337	$12.2M	0.9%	$1076.39	$1003.75	—	1% 07/01/18	874054AD1
—	LPNT	11,092	$12.11M	0.9%	$1091.42	$1095.63	—	3.5% 05/15/14	53219LAH2
—	XXIA	11,014	$11.88M	0.8%	$1078.90	$1312.98	—	3% 12/15/15	45071RAB5
—	HOLX	11,041	$11.35M	0.8%	$1027.53	$1044.45	—	2% 03/01/42	436440AC5
—	GTAT	10,953	$11.16M	0.8%	$1018.72	$1018.72	—	3% 12/15/20	36191UAB2
—	AAPL/WF	11,095	$11.04M	0.8%	$994.68	$884.68	—	0% 01/24/20	94986RPJ4
—	NUAN	10,998	$10.79M	0.8%	$981.45	$1021.27	—	2.75% 11/01/31	67020YAF7
—	RPM	9,631	$10.72M	0.8%	$1113.18	$1113.18	—	2.25% 12/15/20	749685AT0
—	ARCC	10,067	$10.71M	0.8%	$1064.07	$1067.85	—	4.88% 03/15/17	04010LAG8
—	UTHR	4,500	$10.7M	0.8%	$2377.78	$1378.67	—	1% 09/15/16	91307CAF9
—	SGY	9,595	$10.68M	0.8%	$1112.77	$998.13	—	1.75% 03/01/17	861642AN6
—	LRCX	8,009	$9.791M	0.7%	$1222.50	$1071.87	—	1.25% 05/15/18	512807AL2
—	CBST	4,018	$9.791M	0.7%	$2436.78	$1708.12	—	2.5% 11/01/17	229678AD9
—	LLTC	8,180	$9.367M	0.7%	$1145.11	$1068.73	—	3% 05/01/27	535678AC0
—	ARCC	8,531	$9.139M	0.6%	$1071.27	$1064.96	—	5.13% 06/01/16	04010LAD5
—	STWD	7,880	$8.866M	0.6%	$1125.13	$1039.98	—	4% 01/15/19	85571BAB1
—	AIR	8,183	$8.71M	0.6%	$1064.40	$973.33	—	2.25% 03/01/16	000361AM7
—	HLX	7,028	$8.479M	0.6%	$1206.46	$1231.87	—	3.25% 03/15/32	42330PAG2
—	LRCX	7,369	$8.396M	0.6%	$1139.37	$1049.34	—	0.5% 05/15/16	512807AJ7
—	GTLS	4,869	$7.56M	0.5%	$1552.68	$1358.78	—	2% 08/01/18	16115QAC4
—	LUK	6,947	$7.394M	0.5%	$1064.34	$1040.43	—	3.88% 11/01/29	472319AG7
—	PRAA	6,482	$7.164M	0.5%	$1105.21	$1166.93	—	3% 08/01/20	73640QAA3
—	WAC	6,766	$6.797M	0.5%	$1004.58	$1034.75	—	4.5% 11/01/19	93317WAA0
—	EPAY	4,277	$5.757M	0.4%	$1346.04	$1169.07	—	1.5% 12/01/17	101388AA4
—	NLY	5,637	$5.728M	0.4%	$1016.14	$1023.05	—	5% 05/15/15	035710AB8
—	KCAP	4,857	$5.496M	0.4%	$1131.56	$1247.51	—	8.75% 03/15/16	500233AB7
—	AAPL/WF	5,434	$5.405M	0.4%	$994.66	$884.67	—	0% 01/24/20	94986RQJ3
—	CHK	4,876	$4.959M	0.3%	$1017.02	$987.58	—	2.5% 05/15/37	165167BZ9
—	ARCC	3,812	$4.101M	0.3%	$1075.81	$1075.81	—	4.75% 01/15/18	04010LAJ2
—	MOH	2,877	$3.454M	0.2%	$1200.56	$1178.60	—	3.75% 10/01/14	60855RAA8
—	EQIX	2,123	$3.365M	0.2%	$1585.02	$2012.58	—	3% 10/15/14	29444UAG1
—	OCR	2,944	$3.149M	0.2%	$1069.63	$1029.97	—	3.25% 12/15/35	681904AL2
—	HOS	2,340	$2.782M	0.2%	$1188.89	$1294.80	—	1.5% 09/01/19	440543AN6
—	PSEC	2,512	$2.69M	0.2%	$1070.86	$1048.31	—	5.75% 03/15/18	74348TAL6
—	GOOG	1,721	$2.535M	0.2%	$1472.98	$1472.98	—	0% 03/28/16	38143UM65
—	JBLU	1,000	$1.801M	0.1%	$1801.00	$1538.79	—	6.75% 10/15/39	477143AF8
—	OUTR	1,007	$1.705M	0.1%	$1693.15	$1436.04	—	4% 09/01/14	19259PAF9
—	B	978	$1.335M	0.1%	$1365.03	$1092.49	—	3.38% 03/15/27	067806AD1
—	AGCO	886	$1.292M	0.1%	$1458.24	$1299.16	—	1.25% 12/15/36	001084AM4
—	STLD	1,052	$1.241M	0.1%	$1179.66	$1122.22	—	5.13% 06/15/14	858119AP5
—	GILD	292	$964K	0.1%	$3301.37	$2172.50	—	1.63% 05/01/16	375558AP8
—	MDCO	640	$963K	0.1%	$1504.69	$1504.69	—	1.38% 06/01/17	584688AC9
—	DHI	468	$809K	0.1%	$1728.63	$1884.44	—	2% 05/15/14	23331ABB4
—	CACI	355	$477K	0.0%	$1343.66	$1140.00	—	2.13% 05/01/14	127190AD8
—	CKH	385	$472K	0.0%	$1225.97	$1225.97	—	2.5% 12/15/27	811904AM3
—	TRAK	339	$470K	0.0%	$1386.43	$1155.04	—	1.5% 03/15/17	242309AB8
—	XLNX	255	$407K	0.0%	$1596.08	$1425.00	—	2.63% 06/15/17	983919AF8
—	GTAT	281	$387K	0.0%	$1377.22	$807.81	—	3% 10/01/17	36191UAA4
—	AKRX	130	$370K	0.0%	$2846.15	$1733.75	—	3.5% 06/01/16	009728AB2