Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	CLNY	70,034	$69.76M	4.3%	$996.03	$1041.10	—	3.875% 01/15/21	19624RAB2
—	TTMI	65,605	$64.3M	4.0%	$980.14	$1098.66	—	1.75% 12/15/20	87305RAD1
—	VRNT	49,606	$54.21M	3.4%	$1092.77	$1092.77	—	1.5% 06/01/21	92343XAA8
—	INTC	43,251	$53.54M	3.3%	$1237.98	$972.71	—	0% 06/05/20	94986RQF1
—	ARI	53,673	$53.47M	3.3%	$996.27	$1041.00	—	5.5% 03/15/19	03762UAA3
—	NHI	52,628	$52.21M	3.2%	$992.00	$1011.43	—	3.25% 04/01/21	63633DAE4
—	IART	46,803	$50.49M	3.1%	$1078.76	$1021.68	—	1.625% 12/15/16	457985AK5
—	RWT	47,170	$47.66M	3.0%	$1010.30	$1054.54	—	4.625% 04/15/18	758075AB1
—	REGI	45,708	$47.37M	2.9%	$1036.25	$1101.35	—	2.75% 06/15/19	75972AAA1
—	MTH	43,966	$44.08M	2.7%	$1002.50	$1086.47	—	1.875% 09/15/32	59001AAR3
—	BXMT	40,962	$43.51M	2.7%	$1062.16	$1110.69	—	5.25% 12/01/18	09257WAA8
—	JCOM	43,005	$43.38M	2.7%	$1008.79	$1017.04	—	3.25% 06/15/29	48123VAC6
—	TITN	53,668	$41.94M	2.6%	$781.51	$909.32	—	3.75% 05/01/19	88830RAB7
—	FOR	39,021	$40.79M	2.5%	$1045.44	$1122.71	—	3.75% 03/01/20	346232AB7
—	SRC	41,380	$40.33M	2.5%	$974.70	$1000.65	—	2.875% 05/15/19	84860WAA0
—	PMT	39,679	$39.65M	2.5%	$999.19	$995.35	—	5.375% 05/01/20	70932AAB9
—	RTI	40,878	$39.59M	2.5%	$968.54	$989.61	—	1.625% 10/15/19	74973WAB3
—	GOOG	38,989	$38.25M	2.4%	$981.10	$968.21	—	0% 02/15/21	90270KAW9
—	SLXP	15,250	$36.97M	2.3%	$2424.20	$1198.12	—	1.5% 03/15/19	795435AE6
—	MHO	35,936	$36.43M	2.3%	$1013.75	$1042.92	—	3% 03/01/18	55292PAB1
—	RSO	36,013	$36.3M	2.2%	$1007.91	$1008.57	—	6% 12/01/18	76120WAA2
—	AAPL	31,022	$35.39M	2.2%	$1140.87	$930.74	—	0% 01/24/20	38141GMG6
—	GBX	16,064	$32.85M	2.0%	$2045.13	$1009.72	—	3.5% 04/01/18	393657AH4
—	RYL	35,174	$32.39M	2.0%	$920.79	$919.90	—	0.25% 06/01/19	783764AS2
—	BGCP	25,495	$27.17M	1.7%	$1065.86	$1017.50	—	4.5% 07/15/16	05541TAD3
—	KSU	24,914	$25.69M	1.6%	$1031.27	$963.03	—	0% 02/16/21	38147QMF0
—	BSFT	25,998	$25.57M	1.6%	$983.73	$1034.50	—	1.5% 07/01/18	11133BAB8
—	TSLA	26,081	$24.91M	1.5%	$955.14	$933.22	—	0.25% 03/01/19	88160RAB7
—	PSEC	23,431	$24.41M	1.5%	$1042.00	$1062.08	—	5.5% 08/15/16	74348TAD4
—	ACOR	20,902	$21.87M	1.4%	$1046.41	$1046.41	—	1.75% 06/15/21	00484MAA4
—	ARCC	18,943	$19.75M	1.2%	$1042.50	$1075.96	—	4.75% 01/15/18	04010LAJ2
—	WNC	13,562	$18.07M	1.1%	$1332.33	$1214.38	—	3.375% 05/01/18	929566AH0
—	MIC	15,339	$17.13M	1.1%	$1116.83	$1116.83	—	2.875% 07/15/19	55608BAA3
—	HOS	15,840	$15.55M	1.0%	$982.01	$1070.27	—	1.5% 09/01/19	440543AN6
—	GOOG	16,046	$15M	0.9%	$934.81	$934.81	—	0% 02/19/21	38147QLX2
—	PLAB	13,185	$14.13M	0.9%	$1071.29	$1071.62	—	3.25% 04/01/16	719405AH5
—	CBST	11,587	$13.2M	0.8%	$1139.04	$1139.04	—	1.875% 09/01/20	229678AH0
—	AAPL/WF	10,864	$12.24M	0.8%	$1126.75	$884.68	—	0% 01/24/20	94986RPJ4
—	UTHR	4,400	$11.86M	0.7%	$2695.45	$1378.67	—	1% 09/15/16	91307CAF9
—	ARCC	11,241	$11.74M	0.7%	$1044.66	$1067.88	—	4.875% 03/15/17	04010LAG8
—	ARCC	11,020	$11.41M	0.7%	$1035.39	$1035.39	—	4.375% 01/15/19	04010LAM5
—	JDSU	10,717	$10.77M	0.7%	$1004.67	$1004.67	—	0.625% 08/15/33	46612JAF8
—	NR	7,772	$10.46M	0.6%	$1345.60	$1178.13	—	4% 10/01/17	651718AC2
—	SNDK	5,149	$9.912M	0.6%	$1925.03	$1293.76	—	1.5% 08/15/17	80004CAD3
—	GTATQ	8,595	$9.82M	0.6%	$1142.52	$1236.19	—	3% 12/15/20	36191UAB2
—	FNSR	10,430	$9.685M	0.6%	$928.57	$928.57	—	0.5% 12/15/33	31787AAL5
—	TTWO	7,357	$9.095M	0.6%	$1236.24	$1003.75	—	1% 07/01/18	874054AD1
—	ARCC	8,533	$9.052M	0.6%	$1060.82	$1065.29	—	5.125% 06/01/16	04010LAD5
—	AIR	8,833	$9.007M	0.6%	$1019.70	$984.62	—	2.25% 03/01/16	000361AM7
—	ARCP	8,680	$8.813M	0.5%	$1015.32	$1035.10	—	3.75% 12/15/20	02917TAB0
—	ACRE	7,855	$8.203M	0.5%	$1044.30	$1041.80	—	7% 12/15/15	04013VAB4
—	SNCR	7,297	$8.071M	0.5%	$1106.07	$1106.07	—	0.75% 08/15/19	87157BAA1
—	PSEC	7,576	$7.976M	0.5%	$1052.80	$1052.79	—	5.375% 10/15/17	74348TAK8
—	PRAA	7,196	$7.841M	0.5%	$1089.63	$1195.06	—	3% 08/01/20	73640QAA3
—	MENT	5,480	$6.449M	0.4%	$1176.82	$1179.39	—	4% 04/01/31	587200AK2
—	HTGC	5,002	$6.366M	0.4%	$1272.69	$1091.24	—	6% 04/15/16	427096AB8
—	SGY	5,994	$6.343M	0.4%	$1058.22	$998.13	—	1.75% 03/01/17	861642AN6
—	AAPL/WF	5,446	$6.136M	0.4%	$1126.70	$884.67	—	0% 01/24/20	94986RQJ3
—	CBST	2,468	$5.774M	0.4%	$2339.55	$1708.12	—	2.5% 11/01/17	229678AD9
—	PSEC	5,515	$5.728M	0.4%	$1038.62	$1054.72	—	5.875% 01/15/19	74348TAM4
—	KCAP	4,850	$5.683M	0.4%	$1171.75	$1247.51	—	8.75% 03/15/16	500233AB7
—	SWC	4,348	$5.581M	0.3%	$1283.58	$1148.61	—	1.75% 10/15/32	86074QAL6
—	BRS	4,871	$5.285M	0.3%	$1084.99	$1151.86	—	3% 06/15/38	110394AC7
—	ONNN	4,532	$5.122M	0.3%	$1130.19	$1108.90	—	2.625% 12/15/26	682189AH8
—	TFX	2,842	$4.915M	0.3%	$1729.42	$1451.85	—	3.875% 08/01/17	879369AA4
—	HLX	3,961	$4.635M	0.3%	$1170.16	$1231.87	—	3.25% 03/15/32	42330PAG2
—	ENS	2,915	$4.339M	0.3%	$1488.51	$1261.90	—	3.375% 06/01/38	29275YAA0
—	CODE	2,389	$4.183M	0.3%	$1750.94	$1750.94	—	2% 09/01/20	84649PAL9
—	TOL	4,068	$4.119M	0.3%	$1012.54	$1012.54	—	0.5% 09/15/32	88947EAM2
—	WAC	4,419	$3.805M	0.2%	$861.05	$1034.75	—	4.5% 11/01/19	93317WAA0
—	LRCX	2,654	$3.585M	0.2%	$1350.79	$1071.87	—	1.25% 05/15/18	512807AL2
—	ECPG	3,008	$3.444M	0.2%	$1144.95	$1144.95	—	3% 07/01/20	292554AF9
—	CHK	2,932	$2.983M	0.2%	$1017.39	$987.58	—	2.5% 05/15/37	165167BZ9
—	ZINC	2,138	$2.759M	0.2%	$1290.46	$1050.79	—	3.8% 07/01/17	440694AB3
—	MOH	2,321	$2.747M	0.2%	$1183.54	$1255.05	—	1.125% 01/15/20	60855RAC4
—	PSEC	2,419	$2.491M	0.2%	$1029.76	$1048.31	—	5.75% 03/15/18	74348TAL6
—	GTLS	2,107	$2.447M	0.2%	$1161.37	$1358.78	—	2% 08/01/18	16115QAC4
—	ALR	1,984	$2.125M	0.1%	$1071.07	$991.10	—	3% 05/15/16	01449JAA3
—	PCLN	1,350	$1.509M	0.1%	$1117.78	$1133.91	—	0.35% 06/15/20	741503AS5
—	MDRX	1,243	$1.261M	0.1%	$1014.48	$1014.48	—	1.25% 07/01/20	01988PAD0
—	GILD	198	$925K	0.1%	$4671.72	$2288.35	—	1.625% 05/01/16	375558AP8