Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TTMI	76,373	$69.21M	3.9%	$906.25	$1071.55	—	1.75% 12/15/20	87305RAD1
—	CLNY	70,503	$65.97M	3.7%	$935.63	$1036.28	—	3.875% 01/15/21	19624RAB2
—	ARI	65,369	$65.7M	3.7%	$1005.00	$1030.29	—	5.5% 03/15/19	03762UAA3
—	ECHO	73,535	$64.71M	3.7%	$880.00	$951.08	—	2.5% 05/01/20	27875TAA9
—	BXMT	59,714	$60.91M	3.5%	$1020.00	$1092.58	—	5.25% 12/01/18	09257WAA8
—	ANIP	59,118	$57.83M	3.3%	$978.13	$1078.02	—	3% 12/01/19	00182CAA1
—	PMT	59,540	$55.37M	3.1%	$930.00	$972.55	—	5.375% 05/01/20	70932AAB9
—	AAWW	64,216	$53.46M	3.0%	$832.50	$879.13	—	2.25% 06/01/22	049164BH8
—	SNDK	50,617	$52.64M	3.0%	$1040.01	$1020.85	—	0.5% 10/15/20	80004CAF8
—	VRNT	51,227	$48.28M	2.7%	$942.49	$1040.87	—	1.5% 06/01/21	92343XAA8
—	JCOM	34,469	$45.35M	2.6%	$1315.62	$1018.38	—	3.25% 06/15/29	48123VAC6
—	WFC/INTC	37,138	$44.65M	2.5%	$1202.30	$978.29	—	0% 06/05/20	94986RQF1
—	RWT	47,692	$44.41M	2.5%	$931.25	$1041.36	—	4.625% 04/15/18	758075AB1
—	MHO	42,981	$42.23M	2.4%	$982.50	$1035.10	—	3% 03/01/18	55292PAB1
—	IART	31,826	$41.57M	2.4%	$1306.26	$1021.68	—	1.625% 12/15/16	457985AK5
—	MTH	41,815	$41.19M	2.3%	$985.01	$1083.30	—	1.875% 09/15/32	59001AAR3
—	UBS/GOOG	37,847	$40.35M	2.3%	$1066.19	$967.31	—	0% 02/15/21	90270KAW9
—	REGI	42,836	$36.38M	2.1%	$849.38	$1086.42	—	2.75% 06/15/19	75972AAA1
—	WFC/IP	36,298	$32.51M	1.8%	$895.50	$1016.00	—	0% 06/10/20	94986RQH7
—	RSO	33,721	$32.46M	1.8%	$962.49	$967.94	—	8% 01/15/20	76120WAB0
—	HOS	53,849	$30.63M	1.7%	$568.76	$890.63	—	1.5% 09/01/19	440543AN6
—	FOR	37,843	$30.46M	1.7%	$805.01	$1087.11	—	3.75% 03/01/20	346232AB7
—	CKH	37,800	$30.15M	1.7%	$797.51	$851.58	—	3% 11/15/28	81170YAB5
—	EBS	21,779	$30.07M	1.7%	$1380.64	$1160.76	—	2.875% 01/15/21	29089QAB1
—	GS/AAPL	24,905	$29.58M	1.7%	$1187.87	$930.74	—	0% 01/24/20	38141GMG6
—	JAZZ	27,395	$28.75M	1.6%	$1049.57	$1007.55	—	1.875% 08/15/21	472145AB7
—	NHI	29,201	$28.67M	1.6%	$981.88	$1012.52	—	3.25% 04/01/21	63633DAE4
—	RSO	30,036	$28.07M	1.6%	$934.38	$1004.49	—	6% 12/01/18	76120WAA2
—	BKCC	26,513	$27.36M	1.6%	$1031.87	$1031.87	—	5.5% 02/15/18	092533AB4
—	BGCP	24,664	$26.81M	1.5%	$1086.89	$1026.16	—	4.5% 07/15/16	05541TAD3
—	RWT	27,777	$25.8M	1.5%	$928.75	$928.75	—	5.625% 11/15/19	749772AB5
—	LNKD	23,865	$25.15M	1.4%	$1053.76	$1053.76	—	0.5% 11/01/19	53578AAB4
—	EFII	22,890	$24.43M	1.4%	$1067.50	$1025.11	—	0.75% 09/01/19	286082AC6
—	FNSR	25,977	$24.19M	1.4%	$931.25	$947.62	—	0.5% 12/15/33	31787AAM3
—	HLX	28,655	$22.73M	1.3%	$793.13	$1015.44	—	3.25% 03/15/32	42330PAG2
—	BSFT	20,720	$22.61M	1.3%	$1091.26	$1034.50	—	1.5% 07/01/18	11133BAB8
—	CAA	24,538	$22.07M	1.3%	$899.38	$920.17	—	0.25% 06/01/19	783764AS2
—	SNCR	17,341	$17.51M	1.0%	$1009.98	$1036.69	—	0.75% 08/15/19	87157BAA1
—	PRAA	20,132	$17.11M	1.0%	$849.99	$1059.88	—	3% 08/01/20	73640QAB1
—	NMFC	17,376	$17.07M	1.0%	$982.50	$1013.78	—	5% 06/15/19	647551AB6
—	GS/GOOG	15,232	$17.07M	1.0%	$1120.40	$937.67	—	0% 02/19/21	38147QLX2
—	ARCC	14,698	$14.59M	0.8%	$992.52	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	HURN	13,667	$13.59M	0.8%	$994.37	$994.37	—	1.25% 10/01/19	447462AB8
—	KBH	14,841	$13.35M	0.8%	$899.40	$976.27	—	1.375% 02/01/19	48666KAS8
—	PLAB	9,408	$12.49M	0.7%	$1328.13	$1133.77	—	3.25% 04/01/19	719405AK8
—	GTLS	13,841	$12.04M	0.7%	$870.02	$1020.34	—	2% 08/01/18	16115QAC4
—	TOL	11,403	$11.44M	0.6%	$1003.16	$1021.13	—	0.5% 09/15/32	88947EAM2
—	WFC/AAPL	9,822	$11.18M	0.6%	$1137.96	$884.68	—	0% 01/24/20	94986RPJ4
—	NR	12,349	$11.05M	0.6%	$894.97	$1095.76	—	4% 10/01/17	651718AC2
—	GS/KSU	12,392	$10.95M	0.6%	$883.80	$963.03	—	0% 02/16/21	38147QMF0
—	ECPG	13,664	$10.32M	0.6%	$755.64	$917.98	—	2.875% 03/15/21	292554AH5
—	PSEC	11,284	$9.831M	0.6%	$871.23	$904.09	—	4.75% 04/15/20	74348TAQ5
—	UTHR	3,000	$9.821M	0.6%	$3273.67	$2743.67	—	1% 09/15/16	91307CAF9
—	VSI	9,500	$9.743M	0.6%	$1025.58	$1025.58	—	2.25% 12/01/20	92849EAA9
—	GBX	7,692	$8.514M	0.5%	$1106.86	$1009.72	—	3.5% 04/01/18	393657AH4
—	SPWR	9,274	$8.103M	0.5%	$873.73	$923.28	—	0.875% 06/01/21	867652AJ8
—	ARCC	7,319	$7.31M	0.4%	$998.77	$1064.56	—	5.125% 06/01/16	04010LAD5
—	ARCC	7,103	$7.152M	0.4%	$1006.90	$1067.88	—	4.875% 03/15/17	04010LAG8
—	ICON	13,673	$6.768M	0.4%	$494.99	$494.99	—	1.5% 03/15/18	451055AF4
—	TCPC	6,692	$6.613M	0.4%	$988.19	$1017.13	—	5.25% 12/15/19	87238QAB9
—	PSEC	5,912	$5.831M	0.3%	$986.30	$1050.78	—	5.375% 10/15/17	74348TAK8
—	PSEC	5,877	$5.59M	0.3%	$951.17	$1024.08	—	5.875% 01/15/19	74348TAM4
—	AIR	5,240	$5.23M	0.3%	$998.09	$984.62	—	2.25% 03/01/16	000361AM7
—	IDTI	4,000	$4.138M	0.2%	$1034.50	$1034.50	—	0.875% 11/15/22	458118AB2
—	ON	3,442	$3.838M	0.2%	$1115.05	$1108.90	—	2.625% 12/15/26	682189AH8
—	AKAM	3,916	$3.762M	0.2%	$960.67	$1076.31	—	0% 02/15/19	00971TAG6
—	KCAP	3,496	$3.553M	0.2%	$1016.30	$1247.51	—	8.75% 03/15/16	500233AB7
—	ECPG	4,165	$3.551M	0.2%	$852.58	$1123.36	—	3% 07/01/20	292554AF9
—	ARCC	3,424	$3.4M	0.2%	$992.99	$1035.39	—	4.375% 01/15/19	04010LAM5
—	CSV	1,900	$2.248M	0.1%	$1183.16	$1200.76	—	2.75% 03/15/21	143905AM9
—	HCI	1,867	$1.639M	0.1%	$877.88	$991.03	—	3.875% 03/15/19	40416EAB9
—	YHOO	1,385	$1.354M	0.1%	$977.62	$977.62	—	0% 12/01/18	984332AF3