Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	CLNY	59,362	$62.01M	4.0%	$1044.59	$1044.59	—	3.875% 01/15/21	19624RAB2
—	IART	52,552	$56.34M	3.6%	$1071.99	$1021.68	—	1.625% 12/15/16	457985AK5
—	TTMI	48,827	$54.52M	3.5%	$1116.51	$1116.51	—	1.75% 12/15/20	87305RAD1
—	TITN	50,390	$43.59M	2.8%	$865.03	$913.18	—	3.75% 05/01/19	88830RAB7
—	INTC	44,032	$43.38M	2.8%	$985.31	$972.71	—	0% 06/05/20	94986RQF1
—	RWT	38,448	$41.81M	2.7%	$1087.57	$1061.18	—	4.625% 04/15/18	758075AB1
—	RYL	41,104	$38.98M	2.5%	$948.20	$919.90	—	0.25% 06/01/19	783764AS2
—	STWD	33,844	$38.9M	2.5%	$1149.36	$1105.63	—	4.55% 03/01/18	85571BAA3
—	BASKET	39,409	$38.16M	2.4%	$968.21	$968.21	—	0% 02/15/21	90270KAW9
—	IP	40,009	$37.3M	2.4%	$932.19	$974.61	—	0% 06/10/20	94986RQH7
—	RSO	33,812	$34.58M	2.2%	$1022.83	$1008.06	—	6% 12/01/18	76120WAA2
—	RTI	34,639	$34.47M	2.2%	$994.98	$983.67	—	1.625% 10/15/19	74973WAB3
—	PSEC	32,449	$34.35M	2.2%	$1058.71	$1062.08	—	5.5% 08/15/16	74348TAD4
—	MHO	31,978	$34.35M	2.2%	$1074.21	$1039.62	—	3% 03/01/18	55292PAB1
—	BSFT	32,052	$33.89M	2.2%	$1057.25	$1034.50	—	1.5% 07/01/18	11133BAB8
—	GBX	23,505	$33.66M	2.2%	$1432.25	$1009.72	—	3.5% 04/01/18	393657AH4
—	TSLA	35,344	$32.72M	2.1%	$925.79	$925.79	—	0.25% 03/01/19	88160RAB7
—	BKCC	30,550	$32.06M	2.1%	$1049.49	$1049.49	—	5.5% 02/15/18	092533AB4
—	FOR	28,942	$31.11M	2.0%	$1074.77	$1137.24	—	3.75% 03/01/20	346232AB7
—	AAPL	31,702	$30.05M	1.9%	$948.05	$930.74	—	0% 01/24/20	38141GMG6
—	RGLD	27,894	$29.39M	1.9%	$1053.81	$992.55	—	2.875% 06/15/19	780287AA6
—	AUXL	21,841	$28.96M	1.9%	$1326.18	$1087.40	—	1.5% 07/15/18	05334DAA5
—	SLXP	16,922	$28.7M	1.8%	$1696.08	$1198.12	—	1.5% 03/15/19	795435AE6
—	WNC	20,184	$28.39M	1.8%	$1406.41	$1214.38	—	3.375% 05/01/18	929566AH0
—	ARCP	25,337	$27.86M	1.8%	$1099.58	$1035.10	—	3.75% 12/15/20	02917TAB0
—	GTAT	17,050	$27.74M	1.8%	$1626.86	$1236.19	—	3% 12/15/20	36191UAB2
—	MTH	24,843	$26.43M	1.7%	$1063.80	$1112.28	—	1.875% 09/15/32	59001AAR3
—	BGCP	23,463	$25.19M	1.6%	$1073.69	$1009.27	—	4.5% 07/15/16	05541TAD3
—	KSU	24,969	$24.05M	1.5%	$963.03	$963.03	—	0% 02/16/21	38147QMF0
—	ARI	23,183	$23.75M	1.5%	$1024.54	$1024.54	—	5.5% 03/15/19	03762UAA3
—	AUQ	21,266	$22.34M	1.4%	$1050.41	$993.38	—	3.5% 10/01/16	666416AB8
—	HOLX	21,076	$21.62M	1.4%	$1025.76	$1035.55	—	2% 03/01/42	436440AC5
—	PLAB	18,162	$20.25M	1.3%	$1115.19	$1071.62	—	3.25% 04/01/16	719405AH5
—	BXMT	16,946	$19.11M	1.2%	$1127.94	$1127.94	—	5.25% 12/01/18	09257WAA8
—	PSEC	15,591	$16.67M	1.1%	$1069.46	$1052.79	—	5.375% 10/15/17	74348TAK8
—	ARCP	15,568	$16.63M	1.1%	$1068.41	$949.85	—	3% 08/01/18	02917TAA2
—	ALR	17,502	$16.52M	1.1%	$943.66	$991.10	—	3% 05/15/16	01449JAA3
—	ARCC	12,835	$13.95M	0.9%	$1086.87	$1083.59	—	4.75% 01/15/18	04010LAJ2
—	SNDK	8,061	$13.27M	0.9%	$1646.20	$1293.76	—	1.5% 08/15/17	80004CAD3
—	XXIA	11,481	$12.21M	0.8%	$1063.84	$1302.84	—	3% 12/15/15	45071RAB5
—	ONNN	9,709	$11.96M	0.8%	$1231.95	$1108.90	—	2.625% 12/15/26	682189AH8
—	ARCC	10,986	$11.76M	0.8%	$1070.27	$1068.05	—	4.875% 03/15/17	04010LAG8
—	STWD	10,075	$11.62M	0.7%	$1153.45	$1064.70	—	4% 01/15/19	85571BAB1
—	TTWO	9,305	$11.47M	0.7%	$1232.24	$1003.75	—	1% 07/01/18	874054AD1
—	MENT	8,838	$11.17M	0.7%	$1263.75	$1179.39	—	4% 04/01/31	587200AK2
—	NR	8,467	$10.99M	0.7%	$1297.51	$1178.13	—	4% 10/01/17	651718AC2
—	NUAN	10,718	$10.86M	0.7%	$1013.34	$1021.27	—	2.75% 11/01/31	67020YAF7
—	AAPL	11,100	$10.55M	0.7%	$950.36	$884.68	—	0% 01/24/20	94986RPJ4
—	PDLI	9,934	$10.53M	0.7%	$1059.90	$1059.90	—	4% 02/01/18	69329YAF1
—	AIR	10,172	$10.49M	0.7%	$1031.07	$984.62	—	2.25% 03/01/16	000361AM7
—	ARCC	8,826	$9.627M	0.6%	$1090.75	$1065.83	—	5.125% 06/01/16	04010LAD5
—	SGY	7,443	$9.146M	0.6%	$1228.81	$998.13	—	1.75% 03/01/17	861642AN6
—	CMTL	8,813	$9.138M	0.6%	$1036.88	$1023.50	—	3% 05/01/29	205826AF7
—	NLY	8,531	$8.895M	0.6%	$1042.67	$1029.71	—	5% 05/15/15	035710AB8
—	LPNT	8,221	$8.844M	0.6%	$1075.78	$1095.63	—	3.5% 05/15/14	53219LAH2
—	UTHR	4,400	$8.759M	0.6%	$1990.68	$1378.67	—	1% 09/15/16	91307CAF9
—	HLX	6,851	$8.471M	0.5%	$1236.46	$1231.87	—	3.25% 03/15/32	42330PAG2
—	ACRE	7,990	$8.324M	0.5%	$1041.80	$1041.80	—	7% 12/15/15	04013VAB4
—	HTGC	6,800	$8.272M	0.5%	$1216.47	$1091.24	—	6% 04/15/16	427096AB8
—	ENS	4,467	$7.803M	0.5%	$1746.81	$1261.90	—	3.375% 06/01/38	29275YAA0
—	AIMC	5,418	$7.716M	0.5%	$1424.14	$1194.40	—	2.75% 03/01/31	02208RAE6
—	TFX	4,309	$7.668M	0.5%	$1779.53	$1451.85	—	3.875% 08/01/17	879369AA4
—	ATK	4,085	$7.624M	0.5%	$1866.34	$1087.52	—	3% 08/15/24	018804AK0
—	HOS	6,653	$7.594M	0.5%	$1141.44	$1195.38	—	1.5% 09/01/19	440543AN6
—	LUK	6,966	$7.527M	0.5%	$1080.53	$1040.43	—	3.875% 11/01/29	472319AG7
—	BRS	5,417	$6.755M	0.4%	$1247.00	$1151.86	—	3% 06/15/38	110394AC7
—	AMAG	6,611	$6.707M	0.4%	$1014.52	$1014.52	—	2.5% 02/15/19	00163UAA4
—	CBST	2,536	$6.506M	0.4%	$2565.46	$1708.12	—	2.5% 11/01/17	229678AD9
—	SWC	4,729	$6.204M	0.4%	$1311.91	$1148.61	—	1.75% 10/15/32	86074QAL6
—	LLTC	5,095	$6.149M	0.4%	$1206.87	$1068.73	—	3% 05/01/27	535678AC0
—	KCAP	4,849	$5.65M	0.4%	$1165.19	$1247.51	—	8.75% 03/15/16	500233AB7
—	GPI	4,350	$5.271M	0.3%	$1211.72	$1162.52	—	2.25% 06/15/36	398905AE9
—	AAPL	5,464	$5.193M	0.3%	$950.40	$884.67	—	0% 01/24/20	94986RQJ3
—	WAC	4,639	$4.465M	0.3%	$962.49	$1034.75	—	4.5% 11/01/19	93317WAA0
—	LRCX	3,733	$4.328M	0.3%	$1159.39	$1049.34	—	0.5% 05/15/16	512807AJ7
—	LRCX	3,175	$3.954M	0.3%	$1245.35	$1071.87	—	1.25% 05/15/18	512807AL2
—	ZINC	2,800	$3.665M	0.2%	$1308.93	$1050.79	—	3.8% 07/01/17	440694AB3
—	MOH	2,836	$3.559M	0.2%	$1254.94	$1178.60	—	3.75% 10/01/14	60855RAA8
—	CHK	3,107	$3.191M	0.2%	$1027.04	$987.58	—	2.5% 05/15/37	165167BZ9
—	GTLS	2,176	$2.927M	0.2%	$1345.13	$1358.78	—	2% 08/01/18	16115QAC4
—	PSEC	2,474	$2.629M	0.2%	$1062.65	$1048.31	—	5.75% 03/15/18	74348TAL6
—	EPAY	1,991	$2.612M	0.2%	$1311.90	$1169.07	—	1.5% 12/01/17	101388AA4
—	OCR	2,324	$2.503M	0.2%	$1077.02	$1029.97	—	3.25% 12/15/35	681904AL2
—	PSEC	2,144	$2.28M	0.1%	$1063.43	$1063.43	—	5.875% 01/15/19	74348TAM4
—	EQIX	1,302	$2.161M	0.1%	$1659.75	$2012.58	—	3% 10/15/14	29444UAG1
—	OUTR	654	$1.179M	0.1%	$1802.75	$1436.04	—	4% 09/01/14	19259PAF9
—	STLD	844	$925K	0.1%	$1095.97	$1122.22	—	5.125% 06/15/14	858119AP5
—	B	617	$837K	0.1%	$1356.56	$1092.49	—	3.375% 03/15/27	067806AD1
—	MDCO	624	$762K	0.0%	$1221.15	$1504.69	—	1.375% 06/01/17	584688AC9
—	GILD	211	$658K	0.0%	$3118.48	$2172.50	—	1.625% 05/01/16	375558AP8
—	DHI	245	$410K	0.0%	$1673.47	$1884.44	—	2% 05/15/14	23331ABB4