Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TTMI	82,541	$72.95M	4.3%	$883.85	$1071.55	—	1.75% 12/15/20	87305RAD1
—	CLNY	74,791	$72.3M	4.2%	$966.63	$1036.28	—	3.875% 01/15/21	19624RAB2
—	ARI	66,803	$65.77M	3.8%	$984.46	$1030.29	—	5.5% 03/15/19	03762UAA3
—	BXMT	61,692	$65.65M	3.8%	$1064.13	$1092.58	—	5.25% 12/01/18	09257WAA8
—	ECHO	70,024	$63.33M	3.7%	$904.46	$954.64	—	2.5% 05/01/20	27875TAA9
—	AAWW	69,032	$55.93M	3.3%	$810.22	$879.13	—	2.25% 06/01/22	049164BH8
—	SNDK	54,719	$53.33M	3.1%	$974.63	$1020.85	—	0.5% 10/15/20	80004CAF8
—	PMT	56,889	$52.69M	3.1%	$926.12	$974.54	—	5.375% 05/01/20	70932AAB9
—	RWT	48,487	$47.55M	2.8%	$980.72	$1041.36	—	4.625% 04/15/18	758075AB1
—	JCOM	38,710	$46.4M	2.7%	$1198.55	$1018.38	—	3.25% 06/15/29	48123VAC6
—	HOS	59,257	$44.16M	2.6%	$745.26	$890.63	—	1.5% 09/01/19	440543AN6
—	ANIP	46,542	$43.3M	2.5%	$930.30	$1105.01	—	3% 12/01/19	00182CAA1
—	WFC/INTC	38,052	$41.73M	2.4%	$1096.71	$978.29	—	0% 06/05/20	94986RQF1
—	IART	34,660	$41.41M	2.4%	$1194.72	$1021.68	—	1.625% 12/15/16	457985AK5
—	MTH	40,510	$40.66M	2.4%	$1003.75	$1086.47	—	1.875% 09/15/32	59001AAR3
—	REGI	45,860	$39.95M	2.3%	$871.15	$1086.42	—	2.75% 06/15/19	75972AAA1
—	MHO	39,337	$38.56M	2.2%	$980.37	$1039.97	—	3% 03/01/18	55292PAB1
—	FOR	44,426	$38.12M	2.2%	$857.99	$1087.11	—	3.75% 03/01/20	346232AB7
—	UBS	38,486	$38.11M	2.2%	$990.31	$967.31	—	0% 02/15/21	90270KAW9
—	WFC/IP	38,995	$35.5M	2.1%	$910.30	$1016.00	—	0% 06/10/20	94986RQH7
—	GS/AAPL	26,064	$32.36M	1.9%	$1241.44	$930.74	—	0% 01/24/20	38141GMG6
—	VRNT	33,535	$32.28M	1.9%	$962.70	$1092.77	—	1.5% 06/01/21	92343XAA8
—	RSO	31,245	$29.67M	1.7%	$949.69	$968.37	—	8% 01/15/20	76120WAB0
—	NHI	29,678	$29.25M	1.7%	$985.65	$1012.52	—	3.25% 04/01/21	63633DAE4
—	FNSR	30,680	$27.34M	1.6%	$891.23	$947.62	—	0.5% 12/15/33	31787AAM3
—	BGCP	25,710	$26.85M	1.6%	$1044.26	$1026.16	—	4.5% 07/15/16	05541TAD3
—	RSO	28,522	$26.75M	1.6%	$937.91	$1008.21	—	6% 12/01/18	76120WAA2
—	EBS	23,336	$26.6M	1.6%	$1139.87	$1160.76	—	2.875% 01/15/21	29089QAB1
—	EFII	24,290	$24.9M	1.5%	$1025.11	$1025.11	—	0.75% 09/01/19	286082AC6
—	JAZZ	24,775	$24.85M	1.4%	$1003.11	$1003.11	—	1.875% 08/15/21	472145AB7
—	CAA	26,677	$24.65M	1.4%	$923.94	$920.17	—	0.25% 06/01/19	783764AS2
—	HLX	29,943	$24.62M	1.4%	$822.30	$1015.44	—	3.25% 03/15/32	42330PAG2
—	BSFT	21,603	$22.2M	1.3%	$1027.50	$1034.50	—	1.5% 07/01/18	11133BAB8
—	CKH	25,896	$20.92M	1.2%	$807.69	$876.44	—	3% 11/15/28	81170YAB5
—	PRAA	17,886	$18.76M	1.1%	$1048.75	$1086.24	—	3% 08/01/20	73640QAB1
—	NMFC	16,800	$16.99M	1.0%	$1011.43	$1014.85	—	5% 06/15/19	647551AB6
—	PSEC	16,509	$16.87M	1.0%	$1022.05	$1062.08	—	5.5% 08/15/16	74348TAD4
—	ARCC	15,772	$16.29M	0.9%	$1032.53	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	NR	16,724	$15.91M	0.9%	$951.63	$1095.76	—	4% 10/01/17	651718AC2
—	GS/GOOG	15,768	$15.76M	0.9%	$999.56	$937.67	—	0% 02/19/21	38147QLX2
—	SNCR	13,646	$13.84M	0.8%	$1014.00	$1043.92	—	0.75% 08/15/19	87157BAA1
—	GS/KSU	14,828	$13.54M	0.8%	$912.87	$963.03	—	0% 02/16/21	38147QMF0
—	GTLS	15,137	$13.35M	0.8%	$881.88	$1020.34	—	2% 08/01/18	16115QAC4
—	KBH	14,219	$13.29M	0.8%	$934.45	$979.63	—	1.375% 02/01/19	48666KAS8
—	TOL	11,975	$12.37M	0.7%	$1032.57	$1021.13	—	0.5% 09/15/32	88947EAM2
—	WFC/AAPL	9,855	$11.95M	0.7%	$1212.28	$884.68	—	0% 01/24/20	94986RPJ4
—	ACOR	12,991	$11.81M	0.7%	$908.78	$952.46	—	1.75% 06/15/21	00484MAA4
—	PLAB	9,886	$10.97M	0.6%	$1109.95	$1133.77	—	3.25% 04/01/19	719405AK8
—	WNC	9,534	$10.96M	0.6%	$1149.67	$1214.38	—	3.375% 05/01/18	929566AH0
—	SPWR	12,616	$10.65M	0.6%	$844.25	$923.28	—	0.875% 06/01/21	867652AJ8
—	ECPG	11,460	$9.692M	0.6%	$845.72	$949.20	—	2.875% 03/15/21	292554AH5
—	GBX	8,147	$8.941M	0.5%	$1097.46	$1009.72	—	3.5% 04/01/18	393657AH4
—	UTHR	3,000	$8.231M	0.5%	$2743.67	$2743.67	—	1% 09/15/16	91307CAF9
—	ARCC	7,922	$8.132M	0.5%	$1026.51	$1064.56	—	5.125% 06/01/16	04010LAD5
—	ARCC	7,905	$8.125M	0.5%	$1027.83	$1067.88	—	4.875% 03/15/17	04010LAG8
—	TCPC	6,489	$6.606M	0.4%	$1018.03	$1018.03	—	5.25% 12/15/19	87238QAB9
—	PSEC	6,182	$6.327M	0.4%	$1023.46	$1050.78	—	5.375% 10/15/17	74348TAK8
—	AIR	5,455	$5.24M	0.3%	$960.59	$984.62	—	2.25% 03/01/16	000361AM7
—	KCAP	4,679	$4.647M	0.3%	$993.16	$1247.51	—	8.75% 03/15/16	500233AB7
—	PSEC	4,974	$4.545M	0.3%	$913.75	$945.76	—	4.75% 04/15/20	74348TAQ5
—	ECPG	4,391	$4.388M	0.3%	$999.32	$1123.36	—	3% 07/01/20	292554AF9
—	TFX	2,081	$4.222M	0.2%	$2028.83	$1451.85	—	3.875% 08/01/17	879369AA4
—	LGND	3,170	$4.141M	0.2%	$1306.31	$1306.31	—	0.75% 08/15/19	53220KAD0
—	PSEC	4,138	$4.024M	0.2%	$972.45	$1054.72	—	5.875% 01/15/19	74348TAM4
—	AKAM	3,815	$4.003M	0.2%	$1049.28	$1079.37	—	0% 02/15/19	00971TAG6
—	ON	3,533	$3.978M	0.2%	$1125.96	$1108.90	—	2.625% 12/15/26	682189AH8
—	CSV	3,290	$3.668M	0.2%	$1114.89	$1200.76	—	2.75% 03/15/21	143905AM9
—	ARCC	3,520	$3.649M	0.2%	$1036.65	$1035.39	—	4.375% 01/15/19	04010LAM5
—	TSLX	2,987	$2.959M	0.2%	$990.63	$997.17	—	4.5% 12/15/19	87265KAB8
—	WFC/AAPL	2,090	$2.534M	0.1%	$1212.44	$884.67	—	0% 01/24/20	94986RQJ3
—	ENV	2,738	$2.446M	0.1%	$893.35	$1035.91	—	1.75% 12/15/19	29404KAA4
—	LRCX	1,542	$1.941M	0.1%	$1258.75	$1071.87	—	1.25% 05/15/18	512807AL2
—	NVDA	1,360	$1.797M	0.1%	$1321.32	$1154.55	—	1% 12/01/18	67066GAC8
—	HCI	1,925	$1.761M	0.1%	$914.81	$991.03	—	3.875% 03/15/19	40416EAB9
—	MOH	872	$1.519M	0.1%	$1741.97	$1255.05	—	1.125% 01/15/20	60855RAC4
—	AMRI	1,000	$1.24M	0.1%	$1240.00	$1210.06	—	2.25% 11/15/18	012423AB5
—	GPRE	836	$953K	0.1%	$1139.95	$1358.26	—	3.25% 10/01/18	393222AD6
—	RGLD	592	$576K	0.0%	$972.97	$972.97	—	2.875% 06/15/19	780287AA6
—	AA	107	$113K	0.0%	$1056.07	$1056.07	—	1.625% 10/15/19	74973WAB3