Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TTMI	74,300	$81.96M	4.8%	$1103.15	$1099.21	—	1.75% 12/15/20	87305RAD1
—	CLNY	73,026	$79.43M	4.7%	$1087.64	$1040.83	—	3.875% 01/15/21	19624RAB2
—	ARI	71,398	$72.38M	4.2%	$1013.81	$1033.01	—	5.5% 03/15/19	03762UAA3
—	RWT	67,175	$67.91M	4.0%	$1010.94	$1041.36	—	4.625% 04/15/18	758075AB1
—	BXMT	58,754	$62.11M	3.6%	$1057.05	$1094.55	—	5.25% 12/01/18	09257WAA8
—	HOS	62,902	$50.77M	3.0%	$807.13	$894.54	—	1.5% 09/01/19	440543AN6
—	IART	43,275	$50.36M	3.0%	$1163.67	$1021.68	—	1.625% 12/15/16	457985AK5
—	JCOM	41,948	$48.81M	2.9%	$1163.54	$1018.38	—	3.25% 06/15/29	48123VAC6
—	REGI	50,501	$47.2M	2.8%	$934.60	$1086.42	—	2.75% 06/15/19	75972AAA1
—	PMT	47,574	$46.94M	2.8%	$986.59	$990.19	—	5.375% 05/01/20	70932AAB9
—	FOR	48,900	$46.26M	2.7%	$946.05	$1087.11	—	3.75% 03/01/20	346232AB7
—	MTH	42,061	$45.19M	2.7%	$1074.39	$1086.47	—	1.875% 09/15/32	59001AAR3
—	VRNT	38,071	$44.67M	2.6%	$1173.23	$1092.77	—	1.5% 06/01/21	92343XAA8
—	INTC/WF	38,862	$43.97M	2.6%	$1131.49	$972.71	—	0% 06/05/20	94986RQF1
—	NHI	38,287	$41.17M	2.4%	$1075.20	$1012.81	—	3.25% 04/01/21	63633DAE4
—	IP/WF	39,378	$40.45M	2.4%	$1027.10	$1017.69	—	0% 06/10/20	94986RQH7
—	AAPL/GS	28,906	$39.18M	2.3%	$1355.57	$930.74	—	0% 01/24/20	38141GMG6
—	MHO	37,635	$38.9M	2.3%	$1033.59	$1042.30	—	3% 03/01/18	55292PAB1
—	TICC	34,494	$36.48M	2.1%	$1057.63	$1057.63	—	7.5% 11/01/17	87244TAB5
—	GOOG/UBS	38,495	$36.45M	2.1%	$946.80	$967.31	—	0% 02/15/21	90270KAW9
—	SNDK	33,035	$33.39M	2.0%	$1010.78	$1051.03	—	0.5% 10/15/20	80004CAF8
—	BGCP	27,678	$30.39M	1.8%	$1098.13	$1026.16	—	4.5% 07/15/16	05541TAD3
—	EBS	25,674	$29.77M	1.7%	$1159.73	$1159.73	—	2.875% 01/15/21	29089QAB1
—	RSO	30,223	$28.3M	1.7%	$936.44	$1008.21	—	6% 12/01/18	76120WAA2
—	SRC	27,810	$28.06M	1.6%	$1008.99	$1000.65	—	2.875% 05/15/19	84860WAA0
—	BSFT	25,530	$27.17M	1.6%	$1064.36	$1034.50	—	1.5% 07/1/18	11133BAB8
—	FNSR	25,075	$25.78M	1.5%	$1028.08	$956.49	—	0.5% 12/15/33	31787AAM3
—	PRAA	23,585	$25.62M	1.5%	$1086.24	$1086.24	—	3% 08/01/20	73640QAB1
—	RYL	25,056	$24.42M	1.4%	$974.58	$919.90	—	0.25% 06/01/19	783764AS2
—	HLX	23,920	$23.93M	1.4%	$1000.50	$1035.13	—	3.25% 03/15/32	42330PAG2
—	KSU/GS	23,631	$22.37M	1.3%	$946.51	$963.03	—	0% 02/16/21	38147QMF0
—	ARCC	19,643	$20.7M	1.2%	$1053.76	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	PSEC	18,796	$19.39M	1.1%	$1031.82	$1062.08	—	5.5% 08/15/16	74348TAD4
—	CKH	20,777	$18.3M	1.1%	$880.64	$918.24	—	3% 11/15/28	81170YAB5
—	WNC	12,571	$17.29M	1.0%	$1375.47	$1214.38	—	3.375% 05/01/18	929566AH0
—	GBX	10,885	$16.7M	1.0%	$1534.68	$1009.72	—	3.5% 04/01/18	393657AH4
—	ECPG	16,483	$15.67M	0.9%	$950.49	$950.49	—	2.875% 03/15/21	292554AH5
—	RSO	15,832	$15.42M	0.9%	$974.04	$974.04	—	8% 01/15/20	76120WAB0
—	GTLS	15,267	$14.81M	0.9%	$970.00	$1022.17	—	2% 08/01/18	16115QAC4
—	AAPL/WF	10,841	$14.46M	0.8%	$1333.83	$884.68	—	0% 01/24/20	94986RPJ4
—	UTHR	4,000	$14.43M	0.8%	$3607.50	$1378.67	—	1% 09/15/16	91307CAF9
—	GOOG/GS	15,360	$14.35M	0.8%	$933.98	$934.81	—	0% 02/19/21	38147QLX2
—	ANIP	11,750	$13.58M	0.8%	$1155.66	$1155.66	—	3% 12/01/19	00182CAA1
—	MIC	10,813	$12.9M	0.8%	$1192.64	$1116.83	—	2.875% 07/15/19	55608BAA3
—	TOL	12,081	$12.84M	0.8%	$1062.58	$1021.13	—	0.5% 09/15/32	88947EAM2
—	AKAM	11,465	$12.38M	0.7%	$1079.37	$1079.37	—	0% 2/15/19	00971TAG6
—	AMRI	7,850	$10.05M	0.6%	$1280.13	$1210.06	—	2.25% 11/15/18	012423AB5
—	ARCC	8,870	$9.261M	0.5%	$1044.08	$1067.88	—	4.875% 03/15/17	04010LAG8
—	ARCC	8,733	$9.182M	0.5%	$1051.41	$1064.56	—	5.125% 06/1/16	04010LAD5
—	NVDA	7,540	$8.934M	0.5%	$1184.88	$1154.55	—	1% 12/01/18	67066GAC8
—	SNCR	7,663	$8.888M	0.5%	$1159.86	$1105.90	—	0.75% 08/15/19	87157BAA1
—	ACRE	7,821	$8.168M	0.5%	$1044.37	$1041.80	—	7% 12/15/15	04013VAB4
—	NR	6,629	$7.603M	0.4%	$1146.93	$1177.20	—	4% 10/01/17	651718AC2
—	AIR	7,010	$7.426M	0.4%	$1059.34	$984.62	—	2.25% 03/01/16	000361AM7
—	PSEC	7,037	$7.317M	0.4%	$1039.79	$1050.78	—	5.375% 10/15/17	74348TAK8
—	AAPL/WF	5,287	$7.052M	0.4%	$1333.84	$884.67	—	0% 1/24/2020	94986RQJ3
—	ARCC	5,647	$5.904M	0.3%	$1045.51	$1035.39	—	4.375% 1/15/19	04010LAM5
—	ENV	5,182	$5.784M	0.3%	$1116.17	$1035.91	—	1.75% 12/15/19	29404KAA4
—	KCAP	4,850	$5.389M	0.3%	$1111.13	$1247.51	—	8.75% 03/15/16	500233AB7
—	YHOO	4,970	$5.386M	0.3%	$1083.70	$1136.26	—	0% 12/01/18	984332AF3
—	ECPG	4,821	$5.255M	0.3%	$1090.02	$1123.36	—	3% 07/01/20	292554AF9
—	TFX	2,588	$5.102M	0.3%	$1971.41	$1451.85	—	3.875% 08/01/17	879369AA4
—	ON	3,817	$4.915M	0.3%	$1287.66	$1108.90	—	2.625% 12/15/26	682189AH8
—	PSEC	4,712	$4.841M	0.3%	$1027.38	$1054.72	—	5.875% 01/15/19	74348TAM4
—	MENT	3,575	$4.531M	0.3%	$1267.41	$1179.39	—	4% 04/01/31	587200AK2
—	ENS	2,763	$4.466M	0.3%	$1616.36	$1261.90	—	3.375% 06/01/38	29275YAA0
—	JDSU	4,199	$4.367M	0.3%	$1040.01	$1004.67	—	0.625% 08/15/33	46612JAF8
—	MOH	1,895	$3.2M	0.2%	$1688.65	$1255.05	—	1.125% 01/15/20	60855RAC4
—	JAH	2,059	$2.946M	0.2%	$1430.79	$1322.97	—	1.5% 06/15/19	471109AL2
—	LRCX	1,833	$2.418M	0.1%	$1319.15	$1071.87	—	1.25% 05/15/18	512807AL2
—	GPRE	896	$1.351M	0.1%	$1507.81	$1358.26	—	3.25% 10/01/18	393222AD6
—	PCLN	1,000	$1.146M	0.1%	$1146.00	$1133.91	—	0.35% 6/15/20	741503AS5
—	RGLD	99	$103K	0.0%	$1040.40	$1040.40	—	2.875% 6/15/19	780287AA6
—	RTI	82	$95,000	0.0%	$1158.54	$989.61	—	1.625% 10/15/19	74973WAB3