| Ally Financial, Inc.(ALLY) | COM | 02005N100 | $4.4M | 161,600 | 27.2% |
| Cisco Systems, Inc.(CSCO) | COM | 17275R102 | $2.4M | 55,500 | 14.8% |
| Cracker Barrel Old Country Store, Inc.(CBRL) | COM | 22410J106 | $1.7M | 10,900 | 10.8% |
| AbbVie, Inc.(ABBV) | COM | 00287Y109 | $1.7M | 17,800 | 10.5% |
| ConocoPhillips(COP) | COM | 20825C104 | $1.3M | 22,000 | 8.1% |
| Brighthouse Financial, Inc.(BHF) | COM | 10922N103 | $786.0K | 15,300 | 4.9% |
| Antero Resources Corp.(AR) | COM | 03674X106 | $647.0K | 32,600 | 4.0% |
| Adobe Systems, Inc.(ADBE) | COM | 00724F101 | $432.0K | 2,000 | 2.7% |
| Constellation Brands, Inc.(STZ) | CL A | 21036P108 | $387.0K | 1,700 | 2.4% |
| AMN Healthcare Services, Inc.(AMN) | COM | 001744101 | $352.0K | 6,200 | 2.2% |
| Charles River Laboratories International, Inc.(CRL) | COM | 159864107 | $320.0K | 3,000 | 2.0% |
| Ceva, Inc.(CEVA) | COM | 157210105 | $308.0K | 8,500 | 1.9% |
| Crown Castle International Corp.(CCI) | COM | 22822V101 | $296.0K | 2,700 | 1.8% |
| AutoZone, Inc.(AZO) | COM | 053332102 | $272.0K | 420 | 1.7% |
| Cadence Design Systems, Inc.(CDNS) | COM | 127387108 | $254.0K | 6,900 | 1.6% |
| Cirrus Logic, Inc.(CRUS) | COM | 172755100 | $252.0K | 6,200 | 1.6% |
| New Residential Investment Corp.(RITM) | COM NEW | 64828T201 | $20.9K | 1,270,000 | 0.1% |
| Two Harbors Investment Corp. | COM NEW | 90187B408 | $11.5K | 750,000 | 0.1% |
| Apollo Commercial Real Estate Finance, Inc.(ARI) | COM | 03762U105 | $9.2K | 510,000 | 0.1% |
| Seagate Technology PLC(STX) | SHS | G7945M107 | $7.6K | 130,000 | 0.0% |
| International Business Machines Corp.(IBM) | COM | 459200101 | $7.1K | 46,500 | 0.0% |
| BP PLC(BP) | SPONSORED ADR | 055622104 | $6.7K | 165,750 | 0.0% |
| Royal Dutch Shell PLC ADR(RDS/A) | SPONS ADR A | 780259206 | $6.4K | 100,000 | 0.0% |
| Ladder Capital Corp.(LADR) | CL A | 505743104 | $5.6K | 370,000 | 0.0% |
| BGC Partners, Inc.(BGCPEUR) | CL A | 05541T101 | $5.4K | 400,000 | 0.0% |
| Granite Point Mortgage Trust, Inc.(GPMT) | COM | 38741L107 | $4.3K | 259,947 | 0.0% |
| Starwood Property Trust, Inc.(STWD) | COM | 85571B105 | $4.0K | 190,000 | 0.0% |
| Huron Consulting Group, Inc. | NOTE 1.250%10/0 | 447462AB8 | $3.8K | 4,000,000 | 0.0% |
| Exxon Mobil Corp.(XOM) | COM | 30231G102 | $3.7K | 50,000 | 0.0% |
| MFA Financial, Inc. | COM | 55272X102 | $3.5K | 470,000 | 0.0% |
| AT&T, Inc.(T) | COM | 00206R102 | $3.4K | 96,500 | 0.0% |
| Wal-Mart Stores, Inc.(WMT) | COM | 931142103 | $3.1K | 35,000 | 0.0% |
| Verizon Communications, Inc.(VZ) | COM | 92343V104 | $3.1K | 65,000 | 0.0% |
| SemGroup Corp. | CL A | 81663A105 | $3.1K | 145,000 | 0.0% |
| Gilead Sciences, Inc.(GILD) | COM | 375558103 | $3.0K | 40,000 | 0.0% |
| Ares Commercial Real Estate Corp.(ACRE) | COM | 04013V108 | $2.8K | 230,000 | 0.0% |
| Blackstone Mortgage Trust, Inc.(BXMT) | COM CL A | 09257W100 | $2.8K | 90,000 | 0.0% |
| United Parcel Service, Inc.(UPS) | CL B | 911312106 | $2.6K | 25,000 | 0.0% |
| Intel Corp.(INTC) | COM | 458140100 | $2.5K | 48,400 | 0.0% |
| Vodafone Group PLC(VOD) | SPONSORED ADR | 92857W308 | $2.5K | 90,000 | 0.0% |
| Spirit Realty Capital, Inc. | NOTE 2.875% 5/1 | 84860WAA0 | $2.5K | 2,500,000 | 0.0% |
| Johnson Controls International PLC(JCI) | SHS | G51502105 | $2.5K | 70,000 | 0.0% |
| Lincoln National Corp.(LNC) | COM | 534187109 | $2.3K | 32,000 | 0.0% |
| LPL Financial Holdings, Inc.(LPLA) | COM | 50212V100 | $2.2K | 36,815 | 0.0% |
| Leggett & Platt, Inc.(LEG) | COM | 524660107 | $2.2K | 50,000 | 0.0% |
| Lam Research Corp.(LRCXEUR) | COM | 512807108 | $2.1K | 10,500 | 0.0% |
| Bank of America Corp.(BAC) | COM | 060505104 | $2.1K | 71,000 | 0.0% |
| Tapestry, Inc.(TPR) | COM | 876030107 | $2.1K | 39,100 | 0.0% |
| MSC Industrial Direct Co., Inc.(MSM) | CL A | 553530106 | $2.1K | 22,400 | 0.0% |
| First American Financial Corp.(FAF) | COM | 31847R102 | $2.0K | 34,850 | 0.0% |