Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TTMI	71,941	$84.17M	4.8%	$1169.94	$1099.21	—	1.75% 12/15/20	87305RAD1
—	CLNY	70,205	$71.98M	4.1%	$1025.30	$1040.83	—	3.875% 01/15/21	19624RAB2
—	ARI	63,064	$63.65M	3.7%	$1009.26	$1033.01	—	5.5% 03/15/19	03762UAA3
—	BXMT	57,681	$60.44M	3.5%	$1047.85	$1094.55	—	5.25% 12/01/18	09257WAA8
—	REGI	49,781	$53.12M	3.1%	$1067.05	$1086.42	—	2.75% 06/15/19	75972AAA1
—	RWT	49,504	$47.95M	2.8%	$968.51	$1041.36	—	4.625% 04/15/18	758075AB1
—	HOS	57,705	$47.46M	2.7%	$822.44	$894.54	—	1.5% 09/01/19	440543AN6
—	IART	38,330	$46.81M	2.7%	$1221.21	$1021.68	—	1.625% 12/15/16	457985AK5
—	JCOM	38,499	$44.87M	2.6%	$1165.51	$1018.38	—	3.25% 06/15/29	48123VAC6
—	MTH	41,356	$44.19M	2.5%	$1068.58	$1086.47	—	1.875% 09/15/32	59001AAR3
—	ANIP	37,284	$42.69M	2.5%	$1145.05	$1148.39	—	3% 12/01/19	00182CAA1
—	SNDK	43,379	$42.3M	2.4%	$975.15	$1032.94	—	0.5% 10/15/20	80004CAF8
—	FOR	46,127	$41.32M	2.4%	$895.77	$1087.11	—	3.75% 03/01/20	346232AB7
—	PMT	42,994	$40.98M	2.4%	$953.13	$990.19	—	5.375% 05/01/20	70932AAB9
—	INTC/WF	36,341	$40.2M	2.3%	$1106.11	$972.71	—	0% 06/05/20	94986RQF1
—	VRNT	34,812	$39.59M	2.3%	$1137.40	$1092.77	—	1.5% 06/01/21	92343XAA8
—	MHO	37,858	$38M	2.2%	$1003.70	$1042.30	—	3% 03/01/18	55292PAB1
—	AAPL/GS	27,438	$36.92M	2.1%	$1345.54	$930.74	—	0% 01/24/20	38141GMG6
—	IP/WF	38,381	$36.1M	2.1%	$940.49	$1017.69	—	0% 06/10/20	94986RQH7
—	GOOG/UBS	38,546	$35.95M	2.1%	$932.70	$967.31	—	0% 02/15/21	90270KAW9
—	EBS	25,988	$32.35M	1.9%	$1244.81	$1160.76	—	2.875% 01/15/21	29089QAB1
—	HLX	32,098	$30.75M	1.8%	$957.85	$1015.44	—	3.25% 03/15/32	42330PAG2
—	TICC	28,806	$29.53M	1.7%	$1024.99	$1057.63	—	7.5% 11/01/17	87244TAB5
—	NHI	29,357	$29.21M	1.7%	$994.99	$1012.81	—	3.25% 04/01/21	63633DAE4
—	BGCP	26,476	$28.28M	1.6%	$1068.25	$1026.16	—	4.5% 07/15/16	05541TAD3
—	AAWW	27,944	$27.4M	1.6%	$980.46	$980.46	—	2.25% 06/01/22	049164BH8
—	PRAA	23,480	$27.21M	1.6%	$1159.03	$1086.24	—	3% 08/01/20	73640QAB1
—	RSO	29,049	$27.11M	1.6%	$933.25	$1008.21	—	6% 12/01/18	76120WAA2
—	BSFT	25,169	$26.95M	1.5%	$1070.64	$1034.50	—	1.5% 07/01/18	11133BAB8
—	RSO	27,221	$26.32M	1.5%	$967.08	$971.13	—	8% 01/15/20	76120WAB0
—	FNSR	26,241	$25.49M	1.5%	$971.34	$957.15	—	0.5% 12/15/33	31787AAM3
—	RYL	24,892	$24.03M	1.4%	$965.21	$919.90	—	0.25% 06/01/19	783764AS2
—	JAZZ	19,065	$22.29M	1.3%	$1169.26	$1169.26	—	1.875% 08/15/21	472145AA9
—	ECHO	19,919	$21.53M	1.2%	$1080.88	$1080.88	—	2.5% 05/01/20	27875TAA9
—	KSU/GS	23,593	$21.35M	1.2%	$904.84	$963.03	—	0% 02/16/21	38147QMF0
—	HZNP	15,200	$21.12M	1.2%	$1389.61	$1389.61	—	2.5% 03/15/22	44052TAA9
—	ARCC	18,332	$19.15M	1.1%	$1044.40	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	PSEC	17,513	$18.27M	1.1%	$1043.17	$1062.08	—	5.5% 08/15/16	74348TAD4
—	ECPG	18,137	$16.98M	1.0%	$936.26	$949.20	—	2.875% 03/15/21	292554AH5
—	NR	15,145	$16.04M	0.9%	$1059.10	$1110.79	—	4% 10/01/17	651718AC2
—	KBH	16,301	$15.97M	0.9%	$979.63	$979.63	—	1.375% 02/01/19	48666KAS8
—	GTLS	15,943	$15.61M	0.9%	$979.05	$1020.34	—	2% 08/01/18	16115QAC4
—	PTX	16,950	$15.34M	0.9%	$905.25	$905.25	—	4.25% 04/01/21	71426VAH1
—	CKH	16,104	$14.46M	0.8%	$898.10	$918.24	—	3% 11/15/28	81170YAB5
—	AAPL/WF	10,582	$14.1M	0.8%	$1331.98	$884.68	—	0% 01/24/20	94986RPJ4
—	GOOG/GS	15,071	$13.62M	0.8%	$903.86	$934.81	—	0% 02/19/21	38147QLX2
—	WNC	10,639	$13.43M	0.8%	$1261.87	$1214.38	—	3.375% 05/01/18	929566AH0
—	TOL	12,015	$12.53M	0.7%	$1043.03	$1021.13	—	0.5% 09/15/32	88947EAM2
—	GBX	9,443	$11.89M	0.7%	$1258.71	$1009.72	—	3.5% 04/01/18	393657AH4
—	PLAB	9,838	$11.15M	0.6%	$1133.77	$1133.77	—	3.25% 04/01/19	719405AK8
—	NMFC	9,493	$9.659M	0.6%	$1017.49	$1017.49	—	5% 06/15/19	647551AB6
—	AMRI	6,850	$9.617M	0.6%	$1403.94	$1210.06	—	2.25% 11/15/18	012423AB5
—	AKAM	8,415	$8.799M	0.5%	$1045.63	$1079.37	—	0% 02/15/19	00971TAG6
—	ARCC	8,404	$8.691M	0.5%	$1034.15	$1064.56	—	5.125% 06/01/16	04010LAD5
—	ARCC	8,216	$8.586M	0.5%	$1045.03	$1067.88	—	4.875% 03/15/17	04010LAG8
—	EZPW	10,250	$8.053M	0.5%	$785.66	$785.66	—	2.125% 06/15/19	302301AA4
—	SPWR	8,296	$8.001M	0.5%	$964.44	$964.44	—	0.875% 06/01/21	867652AJ8
—	AIR	6,672	$7.055M	0.4%	$1057.40	$984.62	—	2.25% 03/01/16	000361AM7
—	PSEC	6,436	$6.557M	0.4%	$1018.80	$1050.78	—	5.375% 10/15/17	74348TAK8
—	CSV	5,290	$6.352M	0.4%	$1200.76	$1200.76	—	2.75% 03/15/21	143905AM9
—	PSEC	5,974	$5.65M	0.3%	$945.76	$945.76	—	4.75% 04/15/20	74348TAQ5
—	TFX	2,448	$5.439M	0.3%	$2221.81	$1451.85	—	3.875% 08/01/17	879369AA4
—	ACOR	5,212	$5.304M	0.3%	$1017.65	$1017.65	—	1.75% 06/15/21	00484MAA4
—	KCAP	4,731	$5.093M	0.3%	$1076.52	$1247.51	—	8.75% 03/15/16	500233AB7
—	SNCR	4,443	$4.991M	0.3%	$1123.34	$1105.90	—	0.75% 08/15/19	87157BAA1
—	ECPG	4,583	$4.97M	0.3%	$1084.44	$1123.36	—	3% 07/01/20	292554AF9
—	MENT	3,484	$4.747M	0.3%	$1362.51	$1179.39	—	4% 04/01/31	587200AK2
—	ON	3,661	$4.535M	0.3%	$1238.73	$1108.90	—	2.625% 12/15/26	682189AH8
—	PSEC	4,403	$4.517M	0.3%	$1025.89	$1054.72	—	5.875% 01/15/19	74348TAM4
—	TSLX	4,240	$4.228M	0.2%	$997.17	$997.17	—	4.5% 12/15/19	87265KAB8
—	ARCC	3,532	$3.665M	0.2%	$1037.66	$1035.39	—	4.375% 01/15/19	04010LAM5
—	ENV	3,309	$3.222M	0.2%	$973.71	$1035.91	—	1.75% 12/15/19	29404KAA4
—	HCI	3,120	$3.092M	0.2%	$991.03	$991.03	—	3.875% 03/15/19	40416EAB9
—	AAPL/WF	2,127	$2.823M	0.2%	$1327.22	$884.67	—	0% 01/24/20	94986RQJ3
—	LRCX	1,736	$2.465M	0.1%	$1419.93	$1071.87	—	1.25% 05/15/18	512807AL2
—	NVDA	1,510	$1.738M	0.1%	$1150.99	$1154.55	—	1% 12/01/18	67066GAC8
—	MOH	892	$1.582M	0.1%	$1773.54	$1255.05	—	1.125% 01/15/20	60855RAC4
—	GPRE	836	$1.221M	0.1%	$1460.53	$1358.26	—	3.25% 10/01/18	393222AD6