Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	CLNY	67,127	$69.22M	4.4%	$1043.05	—	3.875% 01/15/21	19624RAB2
—	TTMI	58,343	$64.03M	4.0%	$1113.41	—	1.75% 12/15/20	87305RAD1
—	IART	51,750	$56.02M	3.5%	$1021.68	—	1.625% 12/15/16	457985AK5
—	ARI	51,113	$54.12M	3.4%	$1043.24	—	5.5% 03/15/19	03762UAA3
—	NHI	51,446	$52.06M	3.3%	$1011.88	—	3.25% 04/01/21	63633DAE4
—	TITN	56,625	$49.72M	3.1%	$909.32	—	3.75% 05/01/19	88830RAB7
—	INTC/WF	43,891	$48.48M	3.0%	$972.71	—	0% 06/05/20	94986RQF1
—	REGI	41,395	$45.87M	2.9%	$1108.13	—	2.75% 06/15/19	75972AAA1
—	RTI	45,383	$45.78M	2.9%	$989.61	—	1.625% 10/15/19	74973WAB3
—	RWT	44,169	$45.63M	2.9%	$1057.55	—	4.625% 04/15/18	758075AB1
—	MTH	42,994	$45.39M	2.9%	$1088.37	—	1.875% 09/15/32	59001AAR3
—	BXMT	38,265	$42.21M	2.7%	$1114.11	—	5.25% 12/01/18	09257WAA8
—	FOR	37,586	$40.85M	2.6%	$1125.66	—	3.75% 03/01/20	346232AB7
—	TSLA	41,037	$40.19M	2.5%	$933.22	—	0.25% 03/01/19	88160RAB7
—	SRC	39,526	$39.6M	2.5%	$1001.87	—	2.875% 05/15/19	84860WAA0
—	GOOG/UBS	39,271	$38.7M	2.4%	$968.21	—	0% 02/15/21	90270KAW9
—	IP/WF	39,927	$38.24M	2.4%	$974.61	—	0% 06/10/20	94986RQH7
—	RSO	37,526	$38.02M	2.4%	$1008.57	—	6% 12/01/18	76120WAA2
—	MHO	34,676	$37.99M	2.4%	$1043.98	—	3% 03/01/18	55292PAB1
—	PMT	36,476	$36.29M	2.3%	$995.01	—	5.375% 05/01/20	70932AAB9
—	RYL	38,549	$35.42M	2.2%	$919.90	—	0.25% 06/01/19	783764AS2
—	JCOM	33,489	$34.14M	2.1%	$1019.38	—	3.25% 06/15/29	48123VAC6
—	AAPL/GS	31,473	$33.27M	2.1%	$930.74	—	0% 01/24/20	38141GMG6
—	SLXP	16,220	$31.92M	2.0%	$1198.12	—	1.5% 03/15/19	795435AE6
—	BSFT	28,545	$29.03M	1.8%	$1034.50	—	1.5% 07/01/18	11133BAB8
—	GTAT	16,604	$29.02M	1.8%	$1236.19	—	3% 12/15/20	36191UAB2
—	GBX	16,916	$28.44M	1.8%	$1009.72	—	3.5% 04/01/18	393657AH4
—	PSEC	24,068	$25.03M	1.6%	$1062.08	—	5.5% 08/15/16	74348TAD4
—	KSU/GS	24,815	$24.78M	1.6%	$963.03	—	0% 02/16/21	38147QMF0
—	BGCP	21,786	$23.22M	1.5%	$1009.27	—	4.5% 07/15/16	05541TAD3
—	ARCC	18,522	$19.66M	1.2%	$1076.72	—	4.75% 01/15/18	04010LAJ2
—	WNC	13,928	$19.54M	1.2%	$1214.38	—	3.375% 05/01/18	929566AH0
—	PDLI	15,503	$17.83M	1.1%	$1092.25	—	4% 02/01/18	69329YAF1
—	ALR	15,745	$17.51M	1.1%	$991.10	—	3% 05/15/16	01449JAA3
—	ARCP	16,693	$17.41M	1.1%	$1035.10	—	3.75% 12/15/20	02917TAB0
—	PLAB	15,209	$16.45M	1.0%	$1071.62	—	3.25% 04/01/16	719405AH5
—	ARCC	11,616	$12.37M	0.8%	$1067.88	—	4.875% 03/15/17	04010LAG8
—	AAPL/WF	11,100	$11.84M	0.7%	$884.68	—	0% 01/24/20	94986RPJ4
—	SNDK	5,412	$11.01M	0.7%	$1293.76	—	1.5% 08/15/17	80004CAD3
—	NR	8,015	$10.73M	0.7%	$1178.13	—	4% 10/01/17	651718AC2
—	AIR	10,093	$10.62M	0.7%	$984.62	—	2.25% 03/01/16	000361AM7
—	ONNN	8,593	$10.08M	0.6%	$1108.90	—	2.625% 12/15/26	682189AH8
—	TTWO	7,641	$9.332M	0.6%	$1003.75	—	1% 07/01/18	874054AD1
—	PRAA	7,331	$8.761M	0.6%	$1195.06	—	3% 08/01/20	73640QAA3
—	UTHR	4,400	$8.308M	0.5%	$1378.67	—	1% 09/15/16	91307CAF9
—	ARCC	7,625	$8.183M	0.5%	$1065.83	—	5.125% 06/01/16	04010LAD5
—	ACRE	7,961	$8.14M	0.5%	$1041.80	—	7% 12/15/15	04013VAB4
—	HOS	6,552	$7.94M	0.5%	$1195.38	—	1.5% 09/01/19	440543AN6
—	SGY	6,261	$7.924M	0.5%	$998.13	—	1.75% 03/01/17	861642AN6
—	HTGC	5,656	$7.788M	0.5%	$1091.24	—	6% 04/15/16	427096AB8
—	AIMC	5,085	$7.341M	0.5%	$1194.40	—	2.75% 03/01/31	02208RAE6
—	MENT	5,676	$6.95M	0.4%	$1179.39	—	4% 04/01/31	587200AK2
—	HLX	5,028	$6.782M	0.4%	$1231.87	—	3.25% 03/15/32	42330PAG2
—	SWC	4,572	$6.652M	0.4%	$1148.61	—	1.75% 10/15/32	86074QAL6
—	BRS	5,007	$6.343M	0.4%	$1151.86	—	3% 06/15/38	110394AC7
—	CBST	2,475	$6.067M	0.4%	$1708.12	—	2.5% 11/01/17	229678AD9
—	GPI	4,210	$5.999M	0.4%	$1162.52	—	2.25% 06/15/36	398905AE9
—	HOLX	5,384	$5.885M	0.4%	$1035.55	—	2% 03/01/42	436440AC5
—	AAPL/WF	5,448	$5.819M	0.4%	$884.67	—	0% 01/24/20	94986RQJ3
—	PSEC	5,554	$5.807M	0.4%	$1052.79	—	5.375% 10/15/17	74348TAK8
—	KCAP	4,842	$5.623M	0.4%	$1247.51	—	8.75% 03/15/16	500233AB7
—	PSEC	5,089	$5.347M	0.3%	$1056.06	—	5.875% 01/15/19	74348TAM4
—	ENS	2,955	$5.092M	0.3%	$1261.90	—	3.375% 06/01/38	29275YAA0
—	TFX	2,868	$5.03M	0.3%	$1451.85	—	3.875% 08/01/17	879369AA4
—	MOH	3,811	$4.783M	0.3%	$1255.05	—	1.125% 01/15/20	60855RAC4
—	WAC	4,561	$4.222M	0.3%	$1034.75	—	4.5% 11/01/19	93317WAA0
—	LRCX	2,982	$4.074M	0.3%	$1071.87	—	1.25% 05/15/18	512807AL2
—	ARCP	3,957	$4.019M	0.3%	$949.85	—	3% 08/01/18	02917TAA2
—	CHK	3,017	$3.232M	0.2%	$987.58	—	2.5% 05/15/37	165167BZ9
—	ZINC	2,315	$3.167M	0.2%	$1050.79	—	3.8% 07/01/17	440694AB3
—	GTLS	2,138	$2.987M	0.2%	$1358.78	—	2% 08/01/18	16115QAC4
—	LRCX	2,346	$2.919M	0.2%	$1049.34	—	0.5% 05/15/16	512807AJ7
—	PSEC	2,451	$2.59M	0.2%	$1048.31	—	5.75% 03/15/18	74348TAL6
—	MOH	1,781	$2.55M	0.2%	$1178.60	—	3.75% 10/01/14	60855RAA8
—	OCR	2,310	$2.457M	0.2%	$1029.97	—	3.25% 12/15/35	681904AL2
—	EQIX	1,114	$2.11M	0.1%	$2012.58	—	3% 10/15/14	29444UAG1
—	EPAY	1,378	$1.626M	0.1%	$1169.07	—	1.5% 12/01/17	101388AA4
—	GILD	229	$835K	0.1%	$2288.35	—	1.625% 05/01/16	375558AP8
—	B	386	$521K	0.0%	$1092.49	—	3.375% 03/15/27	067806AD1
—	PCLN	350	$413K	0.0%	$1180.00	—	0.35% 06/15/20	741503AS5