Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	CLNY	73,880	$76.53M	4.5%	$1035.88	$1040.83	—	3.875% 01/15/21	19624RAB2
—	ARI	66,848	$67.32M	3.9%	$1007.11	$1034.32	—	5.5% 03/15/19	03762UAA3
—	TTMI	65,233	$63.03M	3.7%	$966.20	$1098.66	—	1.75% 12/15/20	87305RAD1
—	NHI	54,683	$57.32M	3.4%	$1048.22	$1012.81	—	3.25% 04/01/21	63633DAE4
—	HOS	64,281	$53.81M	3.2%	$837.07	$894.54	—	1.5% 09/01/19	440543AN6
—	INTC	40,864	$52.65M	3.1%	$1288.40	$972.71	—	0% 06/05/20	94986RQF1
—	BXMT	47,012	$49.74M	2.9%	$1058.09	$1103.92	—	5.25% 12/01/18	09257WAA8
—	FOR	50,389	$48.62M	2.9%	$964.91	$1087.11	—	3.75% 03/01/20	346232AB7
—	JCOM	43,654	$48.34M	2.8%	$1107.28	$1018.38	—	3.25% 06/15/29	48123VAC6
—	RWT	48,156	$48.03M	2.8%	$997.30	$1053.37	—	4.625% 04/15/18	758075AB1
—	VRNT	43,165	$47.9M	2.8%	$1109.79	$1092.77	—	1.5% 06/01/21	92343XAA8
—	IART	44,731	$47.8M	2.8%	$1068.72	$1021.68	—	1.625% 12/15/16	457985AK5
—	PMT	48,206	$46.58M	2.7%	$966.17	$990.19	—	5.375% 05/01/20	70932AAB9
—	MTH	44,025	$43.77M	2.6%	$994.14	$1086.47	—	1.875% 09/15/32	59001AAR3
—	REGI	45,980	$43.66M	2.6%	$949.54	$1101.35	—	2.75% 06/15/19	75972AAA1
—	IP	39,967	$40.67M	2.4%	$1017.69	$1017.69	—	0% 06/10/20	94986RQH7
—	RTI	37,878	$37.13M	2.2%	$980.23	$989.61	—	1.625% 10/15/19	74973WAB3
—	AAPL	29,864	$37.05M	2.2%	$1240.52	$930.74	—	0% 01/24/20	38141GMG6
—	MHO	35,123	$36.26M	2.1%	$1032.43	$1042.92	—	3% 03/01/18	55292PAB1
—	RSO	36,496	$35.83M	2.1%	$981.67	$1008.21	—	6% 12/01/18	76120WAA2
—	TITN	49,130	$35.59M	2.1%	$724.36	$909.32	—	3.75% 05/01/19	88830RAB7
—	GOOG	36,890	$34.87M	2.0%	$945.30	$968.21	—	0% 02/15/21	90270KAW9
—	BGCP	29,264	$31.74M	1.9%	$1084.71	$1026.16	—	4.5% 07/15/16	05541TAD3
—	SRC	30,746	$30.09M	1.8%	$978.70	$1000.65	—	2.875% 05/15/19	84860WAA0
—	RYL	30,066	$27.84M	1.6%	$925.83	$919.90	—	0.25% 06/01/19	783764AS2
—	BSFT	25,990	$27.42M	1.6%	$1054.98	$1034.50	—	1.5% 07/01/18	11133BAB8
—	TSLA	28,962	$26.93M	1.6%	$930.01	$932.90	—	0.25% 03/01/19	88160RAB7
—	KSU	24,849	$26.14M	1.5%	$1051.83	$963.03	—	0% 02/16/21	38147QMF0
—	SLXP	12,564	$23.01M	1.3%	$1831.10	$1198.12	—	1.5% 03/15/19	795435AE6
—	FNSR	23,006	$21.86M	1.3%	$950.06	$950.06	—	0.5% 12/15/33	31787AAM3
—	ARCC	20,741	$21.71M	1.3%	$1046.91	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	PSEC	20,967	$21.49M	1.3%	$1025.13	$1062.08	—	5.5% 08/15/16	74348TAD4
—	CKH	20,669	$18.98M	1.1%	$918.24	$918.24	—	3% 11/15/28	81170YAB5
—	ACOR	16,163	$18.69M	1.1%	$1156.34	$1046.41	—	1.75% 06/15/21	00484MAA4
—	GBX	11,159	$16.93M	1.0%	$1516.80	$1009.72	—	3.5% 04/01/18	393657AH4
—	WNC	12,946	$16.55M	1.0%	$1278.39	$1214.38	—	3.375% 05/01/18	929566AH0
—	ENV	14,897	$15.43M	0.9%	$1035.91	$1035.91	—	1.75% 12/15/19	29404KAA4
—	MIC	13,280	$15.26M	0.9%	$1148.72	$1116.83	—	2.875% 07/15/19	55608BAA3
—	CBST	11,053	$15.07M	0.9%	$1363.07	$1139.04	—	1.875% 09/01/20	229678AH0
—	GTLS	15,341	$14.86M	0.9%	$968.58	$1022.17	—	2% 08/01/18	16115QAC4
—	NVDA	12,540	$14.48M	0.8%	$1154.55	$1154.55	—	1% 12/01/18	67066GAC8
—	GOOG	15,691	$14.4M	0.8%	$917.72	$934.81	—	0% 02/19/21	38147QLX2
—	AAPL/WF	10,841	$13.21M	0.8%	$1218.89	$884.68	—	0% 01/24/20	94986RPJ4
—	TOL	12,133	$12.44M	0.7%	$1025.47	$1021.13	—	0.5% 09/15/32	88947EAM2
—	UTHR	4,000	$10.85M	0.6%	$2711.25	$1378.67	—	1% 09/15/16	91307CAF9
—	PLAB	9,984	$10.41M	0.6%	$1042.57	$1071.62	—	3.25% 04/01/16	719405AH5
—	ARCC	9,465	$9.873M	0.6%	$1043.11	$1067.88	—	4.875% 03/15/17	04010LAG8
—	JDSU	9,288	$9.869M	0.6%	$1062.55	$1004.67	—	0.625% 08/15/33	46612JAF8
—	AMRI	7,850	$9.499M	0.6%	$1210.06	$1210.06	—	2.25% 11/15/18	012423AB5
—	YHOO	7,970	$9.056M	0.5%	$1136.26	$1136.26	—	0% 12/01/18	984332AF3
—	ARCC	8,705	$8.95M	0.5%	$1028.14	$1064.56	—	5.125% 06/01/16	04010LAD5
—	SNDK	6,790	$8.193M	0.5%	$1206.63	$1206.63	—	0.5% 10/15/20	80004CAF8
—	ACRE	7,832	$8.042M	0.5%	$1026.81	$1041.80	—	7% 12/15/15	04013VAB4
—	PSEC	7,918	$7.968M	0.5%	$1006.31	$1050.78	—	5.375% 10/15/17	74348TAK8
—	SNCR	7,506	$7.952M	0.5%	$1059.42	$1104.77	—	0.75% 08/15/19	87157BAA1
—	AIR	7,487	$7.796M	0.5%	$1041.27	$984.62	—	2.25% 03/01/16	000361AM7
—	NR	6,432	$7.297M	0.4%	$1134.48	$1178.13	—	4% 10/01/17	651718AC2
—	ARCC	7,032	$7.126M	0.4%	$1013.37	$1035.39	—	4.375% 01/15/19	04010LAM5
—	AAPL/WF	5,419	$6.605M	0.4%	$1218.86	$884.67	—	0% 01/24/20	94986RQJ3
—	SNDK	3,195	$6.153M	0.4%	$1925.82	$1293.76	—	1.5% 08/15/17	80004CAD3
—	BCOR	5,900	$5.596M	0.3%	$948.47	$948.47	—	4.25% 04/01/19	095229AB6
—	KCAP	4,850	$5.48M	0.3%	$1129.90	$1247.51	—	8.75% 03/15/16	500233AB7
—	PSEC	5,123	$5.204M	0.3%	$1015.81	$1054.72	—	5.875% 01/15/19	74348TAM4
—	TFX	2,647	$5.009M	0.3%	$1892.33	$1451.85	—	3.875% 08/01/17	879369AA4
—	BRS	4,733	$4.929M	0.3%	$1041.41	$1151.86	—	3% 06/15/38	110394AC7
—	ONNN	4,088	$4.865M	0.3%	$1190.07	$1108.90	—	2.625% 12/15/26	682189AH8
—	MENT	3,656	$4.415M	0.3%	$1207.60	$1179.39	—	4% 04/01/31	587200AK2
—	ENS	2,835	$4.39M	0.3%	$1548.50	$1261.90	—	3.375% 06/01/38	29275YAA0
—	SWC	3,471	$4.3M	0.3%	$1238.84	$1148.61	—	1.75% 10/15/32	86074QAL6
—	HLX	3,580	$4.01M	0.2%	$1120.11	$1231.87	—	3.25% 03/15/32	42330PAG2
—	ECPG	2,926	$3.354M	0.2%	$1146.27	$1144.95	—	3% 07/01/20	292554AF9
—	JAH	2,059	$2.724M	0.2%	$1322.97	$1322.97	—	1.5% 06/15/19	471109AL2
—	MOH	1,897	$2.651M	0.2%	$1397.47	$1255.05	—	1.125% 01/15/20	60855RAC4
—	LRCX	1,863	$2.637M	0.2%	$1415.46	$1071.87	—	1.25% 05/15/18	512807AL2
—	PSEC	2,235	$2.242M	0.1%	$1003.13	$1048.31	—	5.75% 03/15/18	74348TAL6
TTMI	TTMI	184,300	$1.388M	0.1%	$7.53 *	$6.72	0.0%	COM	87305R109
—	GPRE	896	$1.217M	0.1%	$1358.26	$1358.26	—	3.25% 10/01/18	393222AD6
—	REGI	123,500	$1.199M	0.1%	$9.71	$9.71	—	COM NEW	75972A301
—	PCLN	1,000	$1.12M	0.1%	$1120.00	$1133.91	—	0.35% 06/15/20	741503AS5
FCX	FCX	40,000	$934K	0.1%	$23.35 *	$24.27	0.0%	CL B	35671D857
—	SRC	74,100	$881K	0.1%	$11.89	$11.89	—	COM	84860W102
—	GILD	198	$820K	0.0%	$4141.41	$2288.35	—	1.625% 05/01/16	375558AP8
—	RTI	30,700	$775K	0.0%	$25.24	$25.24	—	COM	74973W107
—	HOS	25,000	$624K	0.0%	$24.96	$24.96	—	COM	440543106
BXMT	BXMT	20,900	$609K	0.0%	$29.14	$29.14	—	COM CL A	09257W100
GTLS	GTLS	12,500	$428K	0.0%	$34.24 *	$41.78	0.0%	COM PAR $0.01	16115Q308
—	GOOGL	700	$371K	0.0%	$530.00	$530.00	—	CL A	38259P508
—	GOOG	700	$368K	0.0%	$525.71	$525.71	—	CL C	38259P706
—	RYL	8,100	$312K	0.0%	$38.52	$38.52	—	COM	783764103