Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ECHO	69,056	$69.88M	4.1%	$1011.87	$951.08	—	2.5% 05/01/20	27875TAA9
—	TTMI	75,063	$67.23M	3.9%	$895.63	$1071.55	—	1.75% 12/15/20	87305RAD1
—	CLNY	73,440	$66.05M	3.9%	$899.37	$1030.80	—	3.875% 01/15/21	19624RAB2
—	AAWW	70,599	$60.58M	3.6%	$858.13	$877.23	—	2.25% 06/01/22	049164BH8
—	ARI	58,480	$58.99M	3.5%	$1008.76	$1030.29	—	5.5% 03/15/19	03762UAA3
—	BXMT	53,932	$56.43M	3.3%	$1046.24	$1092.58	—	5.25% 12/01/18	09257WAA8
—	ANIP	61,353	$55.18M	3.2%	$899.39	$1071.51	—	3% 12/01/19	00182CAA1
—	PMT	60,218	$54.35M	3.2%	$902.50	$971.77	—	5.375% 05/01/20	70932AAB9
—	VRNT	48,675	$43.11M	2.5%	$885.63	$1040.87	—	1.5% 06/01/21	92343XAA8
—	MHO	43,425	$42.18M	2.5%	$971.26	$1034.45	—	3% 03/01/18	55292PAB1
—	RWT	44,395	$41.56M	2.4%	$936.25	$1041.36	—	4.625% 04/15/18	758075AB1
—	MTH	40,387	$40.24M	2.4%	$996.26	$1083.30	—	1.875% 09/15/32	59001AAR3
—	UBS/GOOG	37,735	$40.22M	2.4%	$1065.80	$967.31	—	0% 02/15/21	90270KAW9
—	WF/INTC	34,216	$39.37M	2.3%	$1150.69	$978.29	—	0% 06/05/20	94986RQF1
—	LGIH	30,125	$37.99M	2.2%	$1261.24	$1261.24	—	4.25% 11/15/19	50187TAB2
—	REGI	41,416	$36.19M	2.1%	$873.74	$1086.42	—	2.75% 06/15/19	75972AAA1
—	CKH	46,688	$36.18M	2.1%	$775.00	$837.00	—	3% 11/15/28	81170YAB5
—	WF/IP	35,227	$32.78M	1.9%	$930.51	$1016.00	—	0% 06/10/20	94986RQH7
—	FOR	37,581	$32.55M	1.9%	$866.26	$1087.11	—	3.75% 03/01/20	346232AB7
—	HOS	52,226	$31.5M	1.8%	$603.13	$890.63	—	1.5% 09/01/19	440543AN6
—	RSO	32,028	$30.61M	1.8%	$955.63	$967.94	—	8% 01/15/20	76120WAB0
—	JAZZ	29,095	$30.04M	1.8%	$1032.51	$1009.01	—	1.875% 08/15/21	472145AB7
—	GS/AAPL	24,098	$28.92M	1.7%	$1199.98	$930.74	—	0% 01/24/20	38141GMG6
—	NHI	27,485	$28.34M	1.7%	$1031.25	$1012.52	—	3.25% 04/01/21	63633DAE4
—	EFII	26,894	$28.04M	1.6%	$1042.50	$1027.70	—	0.75% 09/01/19	286082AC6
—	PRAA	33,620	$26.96M	1.6%	$801.87	$956.37	—	3% 08/01/20	73640QAB1
—	RSO	28,696	$26.47M	1.6%	$922.50	$1004.49	—	6% 12/01/18	76120WAA2
—	RWT	28,429	$25.85M	1.5%	$909.39	$928.31	—	5.625% 11/15/19	749772AB5
—	BKCC	25,454	$25.79M	1.5%	$1013.12	$1031.87	—	5.5% 02/15/18	092533AB4
—	TICC	25,724	$25.1M	1.5%	$975.63	$975.63	—	7.5% 11/01/17	87244TAB5
—	FNSR	25,426	$24.85M	1.5%	$977.50	$947.62	—	0.5% 12/15/33	31787AAM3
—	EBS	19,005	$24.77M	1.5%	$1303.13	$1160.76	—	2.875% 01/15/21	29089QAB1
—	SNDK	23,425	$24.32M	1.4%	$1038.12	$1020.85	—	0.5% 10/15/20	80004CAF8
—	BSFT	21,017	$23.85M	1.4%	$1134.99	$1035.92	—	1.5% 07/01/18	11133BAB8
—	SNCR	23,694	$22.95M	1.3%	$968.77	$1018.48	—	0.75% 08/15/19	87157BAA1
—	HLX	27,381	$21.7M	1.3%	$792.48	$1015.44	—	3.25% 03/15/32	42330PAG2
—	CAA	23,465	$20.88M	1.2%	$890.01	$920.17	—	0.25% 06/01/19	783764AS2
—	JCOM	17,874	$19.39M	1.1%	$1084.98	$1018.38	—	3.25% 06/15/29	48123VAC6
—	LNKD	20,946	$19.07M	1.1%	$910.63	$1053.76	—	0.5% 11/01/19	53578AAB4
—	TRN	20,050	$17.93M	1.1%	$894.36	$894.36	—	4% 04/01/45	89643QAB4
—	NMFC	17,898	$17.41M	1.0%	$972.51	$1012.58	—	5% 06/15/19	647551AB6
—	KBH	17,695	$16.41M	1.0%	$927.49	$968.40	—	1.375% 02/01/19	48666KAS8
—	GS/GOOG	14,654	$16.1M	0.9%	$1098.61	$937.67	—	0% 02/19/21	38147QLX2
—	BGCP	15,662	$16.07M	0.9%	$1026.24	$1026.16	—	4.5% 07/15/16	05541TAD3
—	GTLS	16,053	$14.34M	0.8%	$893.10	$1002.81	—	2% 08/01/18	16115QAC4
—	ARCC	13,783	$13.94M	0.8%	$1011.25	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	TOL	14,201	$13.85M	0.8%	$975.00	$1012.04	—	0.5% 09/15/32	88947EAM2
—	ICON	17,473	$12.06M	0.7%	$689.98	$537.40	—	1.5% 03/15/18	451055AF4
—	WF/AAPL	9,822	$11.53M	0.7%	$1173.79	$884.68	—	0% 01/24/20	94986RPJ4
—	PLAB	9,121	$10.81M	0.6%	$1185.62	$1133.77	—	3.25% 04/01/19	719405AK8
—	NR	12,118	$10.55M	0.6%	$870.61	$1095.76	—	4% 10/01/17	651718AC2
—	GS/KSU	11,287	$10.37M	0.6%	$919.11	$963.03	—	0% 02/16/21	38147QMF0
—	HURN	10,092	$9.859M	0.6%	$976.91	$994.37	—	1.25% 10/01/19	447462AB8
—	ECPG	13,629	$9.438M	0.6%	$692.49	$917.98	—	2.875% 03/15/21	292554AH5
—	GBX	8,738	$9.328M	0.5%	$1067.52	$1016.64	—	3.5% 04/01/18	393657AH4
—	BRCD	9,168	$9.128M	0.5%	$995.64	$995.64	—	1.375% 01/01/20	111621AQ1
—	SPWR	9,392	$7.326M	0.4%	$780.03	$921.48	—	0.875% 06/01/21	867652AJ8
—	ARCC	7,145	$7.163M	0.4%	$1002.52	$1064.56	—	5.125% 06/01/16	04010LAD5
—	ARCC	6,770	$6.867M	0.4%	$1014.33	$1067.88	—	4.875% 03/15/17	04010LAG8
—	TCPC	6,967	$6.849M	0.4%	$983.06	$1015.78	—	5.25% 12/15/19	87238QAB9
—	AKAM	4,645	$4.543M	0.3%	$978.04	$1060.89	—	0% 02/15/19	00971TAG6
—	TSLX	3,670	$3.633M	0.2%	$989.92	$989.92	—	4.5% 12/15/19	87265KAB8
—	ON	3,311	$3.58M	0.2%	$1081.24	$1108.90	—	2.625% 12/15/26	682189AH8
—	ECPG	3,767	$2.903M	0.2%	$770.64	$1123.36	—	3% 07/01/20	292554AF9
—	HCI	3,334	$2.884M	0.2%	$865.03	$935.58	—	3.875% 03/15/19	40416EAB9
—	ARCC	2,347	$2.368M	0.1%	$1008.95	$1035.39	—	4.375% 01/15/19	04010LAM5
—	WF/AAPL	1,933	$2.259M	0.1%	$1168.65	$1168.65	—	0% 01/24/20	94986RQJ3
—	ENV	2,354	$2.035M	0.1%	$864.49	$864.49	—	1.75% 12/15/19	29404KAA4
—	PSEC	2,148	$1.892M	0.1%	$880.82	$904.09	—	4.75% 04/15/20	74348TAQ5
—	CSV	1,662	$1.829M	0.1%	$1100.48	$1200.76	—	2.75% 03/15/21	143905AM9
—	PSEC	1,894	$1.772M	0.1%	$935.59	$1024.08	—	5.875% 01/15/19	74348TAM4
—	MDSO	1,600	$1.631M	0.1%	$1019.38	$1019.38	—	1% 08/01/18	58471AAB1
—	YHOO	1,627	$1.616M	0.1%	$993.24	$979.94	—	0% 12/01/18	984332AF3
—	PROSHARES TR	36,311	$1.053M	0.1%	$29.00	$29.00	—	ULTRAPRO SHORT S	74348A442
—	PROSHARES TR	54,217	$1.002M	0.1%	$18.48	$18.48	—	ULTRAPRO SH NW14	74348A418
—	PROSHARES TR	18,000	$506K	0.0%	$28.11	$28.11	—	ULTPRO SHT RUSS	74348A335