Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TTMI	75,748	$75.46M	4.1%	$996.25	$1071.55	—	1.75% 12/15/20	87305RAD1
—	AAWW	77,346	$75.36M	4.1%	$974.37	$885.71	—	2.25% 06/01/22	049164BH8
—	CLNY	77,172	$73.51M	4.0%	$952.50	$1027.01	—	3.875% 01/15/21	19624RAB2
—	ANIP	67,426	$72.9M	4.0%	$1081.24	$1072.39	—	3% 12/01/19	00182CAA1
—	ARI	63,432	$64.7M	3.5%	$1020.01	$1029.49	—	5.5% 03/15/19	03762UAA3
—	ECHO	67,507	$64.09M	3.5%	$949.37	$951.08	—	2.5% 05/01/20	27875TAA9
—	PMT	65,280	$61.57M	3.3%	$943.12	$969.54	—	5.375% 05/01/20	70932AAB9
—	CAMP	62,698	$58.47M	3.2%	$932.50	$932.50	—	1.625% 05/15/20	128126AB5
—	BXMT	51,248	$54.52M	3.0%	$1063.75	$1092.58	—	5.25% 12/01/18	09257WAA8
—	RGEN	48,041	$51.97M	2.8%	$1081.87	$1081.87	—	2.125% 06/01/21	759916AA7
—	LGIH	30,125	$46.84M	2.5%	$1554.99	$1261.24	—	4.25% 11/15/19	50187TAB2
—	MHO	43,553	$42.66M	2.3%	$979.38	$1034.45	—	3% 03/01/18	55292PAB1
—	RWT	42,854	$42.34M	2.3%	$988.12	$1041.36	—	4.625% 04/15/18	758075AB1
—	ON	45,901	$41.25M	2.2%	$898.76	$898.76	—	1% 12/01/20	682189AK1
—	VRNT	44,714	$40.94M	2.2%	$915.62	$1040.87	—	1.5% 06/01/21	92343XAA8
—	SNCR	39,355	$39.13M	2.1%	$994.38	$1008.89	—	0.75% 08/15/19	87157BAA1
—	UBS/GOOG	38,244	$38.97M	2.1%	$1019.01	$968.00	—	0% 02/15/21	90270KAW9
—	WF/INTC	33,072	$38.64M	2.1%	$1168.39	$978.29	—	0% 06/05/20	94986RQF1
—	REGI	41,464	$37.58M	2.0%	$906.26	$1086.42	—	2.75% 06/15/19	75972AAA1
—	WF/IP	36,873	$34.8M	1.9%	$943.89	$1012.78	—	0% 06/10/20	94986RQH7
—	RSO	33,528	$32.88M	1.8%	$980.61	$968.50	—	8% 01/15/20	76120WAB0
—	PRAA	41,326	$32.41M	1.8%	$784.37	$924.30	—	3% 08/01/20	73640QAB1
—	JAZZ	29,545	$31.78M	1.7%	$1075.61	$1010.02	—	1.875% 08/15/21	472145AB7
—	CKH	38,330	$30.86M	1.7%	$805.01	$837.00	—	3% 11/15/28	81170YAB5
—	EFII	28,241	$30.34M	1.6%	$1074.36	$1029.93	—	0.75% 09/01/19	286082AC6
—	MTH	29,823	$29.8M	1.6%	$999.36	$1083.30	—	1.875% 09/15/32	59001AAR3
—	IDTI	30,672	$29.68M	1.6%	$967.49	$967.49	—	0.875% 11/15/22	458118AB2
—	FOR	31,292	$28.85M	1.6%	$921.87	$1087.11	—	3.75% 03/01/20	346232AB7
—	RSO	29,200	$28.32M	1.5%	$970.00	$1003.89	—	6% 12/01/18	76120WAA2
—	RWT	28,526	$28.06M	1.5%	$983.73	$928.31	—	5.625% 11/15/19	749772AB5
—	NHI	23,005	$25.51M	1.4%	$1108.76	$1012.52	—	3.25% 04/01/21	63633DAE4
—	GS/AAPL	23,316	$25.06M	1.4%	$1074.67	$930.74	—	0% 01/24/20	38141GMG6
—	FNSR	23,795	$23.01M	1.2%	$966.88	$947.62	—	0.5% 12/15/33	31787AAM3
—	BSFT	19,561	$22.78M	1.2%	$1164.36	$1035.92	—	1.5% 07/01/18	11133BAB8
—	TICC	21,716	$21.73M	1.2%	$1000.64	$975.63	—	7.5% 11/01/17	87244TAB5
—	EBS	18,890	$21.48M	1.2%	$1136.90	$1160.76	—	2.875% 01/15/21	29089QAB1
—	BRCD	20,408	$20.13M	1.1%	$986.23	$990.46	—	1.375% 01/01/20	111621AQ1
—	BKCC	19,058	$19.45M	1.1%	$1020.62	$1031.87	—	5.5% 02/15/18	092533AB4
—	NMFC	18,974	$18.71M	1.0%	$986.24	$1011.08	—	5% 06/15/19	647551AB6
—	GTLS	19,409	$18.16M	1.0%	$935.65	$991.20	—	2% 08/01/18	16115QAC4
—	HOS	31,565	$18.11M	1.0%	$573.74	$890.63	—	1.5% 09/01/19	440543AN6
—	TRIB	20,050	$17.67M	1.0%	$881.25	$894.36	—	4% 04/01/45	89643QAB4
—	CAA	18,584	$17.2M	0.9%	$925.63	$920.17	—	0.25% 06/01/19	783764AS2
—	GS/GOOG	13,701	$14.45M	0.8%	$1054.38	$937.67	—	0% 02/19/21	38147QLX2
—	BGCP	12,926	$12.97M	0.7%	$1003.71	$1026.16	—	4.5% 07/15/16	05541TAD3
—	LNKD	12,978	$12.87M	0.7%	$991.91	$1053.76	—	0.5% 11/01/19	53578AAB4
—	HLX	14,558	$12.83M	0.7%	$881.23	$1015.44	—	3.25% 03/15/32	42330PAG2
—	IDCC	11,926	$12.4M	0.7%	$1039.41	$1039.41	—	1.5% 03/01/20	458660AD9
—	ARCC	11,733	$12.14M	0.7%	$1034.35	$1073.44	—	4.75% 01/15/18	04010LAJ2
—	HURN	11,281	$11.51M	0.6%	$1020.65	$997.14	—	1.25% 10/01/19	447462AB8
—	KBH	10,876	$10.44M	0.6%	$960.00	$968.40	—	1.375% 02/01/19	48666KAS8
—	WF/AAPL	9,775	$10.41M	0.6%	$1065.17	$884.68	—	0% 01/24/20	94986RPJ4
—	GS/KSU	10,790	$10.04M	0.5%	$930.21	$963.03	—	0% 02/16/21	38147QMF0
—	PLAB	8,583	$9.554M	0.5%	$1113.13	$1133.77	—	3.25% 04/01/19	719405AK8
—	ECPG	13,012	$9.255M	0.5%	$711.27	$917.98	—	2.875% 03/15/21	292554AH5
—	ICON	11,303	$9.198M	0.5%	$813.77	$537.40	—	1.5% 03/15/18	451055AF4
—	GBX	8,472	$9.044M	0.5%	$1067.52	$1016.64	—	3.5% 04/01/18	393657AH4
—	SPWR	10,601	$8.62M	0.5%	$813.13	$909.13	—	0.875% 06/01/21	867652AJ8
—	HCI	8,938	$7.849M	0.4%	$878.16	$899.58	—	3.875% 03/15/19	40416EAB9
—	TCPC	6,158	$6.354M	0.3%	$1031.83	$1015.78	—	5.25% 12/15/19	87238QAB9
—	NR	6,074	$5.634M	0.3%	$927.56	$1095.76	—	4% 10/01/17	651718AC2
—	AKAM	5,520	$5.454M	0.3%	$988.04	$1049.34	—	0% 02/15/19	00971TAG6
—	ARCC	4,715	$4.803M	0.3%	$1018.66	$1067.88	—	4.875% 03/15/17	04010LAG8
—	TOL	3,250	$3.197M	0.2%	$983.69	$1012.04	—	0.5% 09/15/32	88947EAM2
—	ECPG	4,058	$3.137M	0.2%	$773.04	$1098.24	—	3% 07/01/20	292554AF9
—	ENV	2,326	$2.099M	0.1%	$902.41	$864.49	—	1.75% 12/15/19	29404KAA4
—	TSLX	1,921	$1.962M	0.1%	$1021.34	$989.92	—	4.5% 12/15/19	87265KAB8
—	WF/AAPL	1,840	$1.951M	0.1%	$1060.33	$1168.65	—	0% 01/24/20	94986RQJ3
—	MDSO	1,747	$1.902M	0.1%	$1088.72	$1025.21	—	1% 08/01/18	58471AAB1
—	YHOO	1,627	$1.623M	0.1%	$997.54	$979.94	—	0% 12/01/18	984332AF3
—	ARCC	1,374	$1.427M	0.1%	$1038.57	$1035.39	—	4.375% 01/15/19	04010LAM5
—	PROSHARES TR	57,000	$1.35M	0.1%	$23.68	$25.08	—	ULTPRO SHT RUSS	74348A335
—	CSV	1,037	$1.223M	0.1%	$1179.36	$1200.76	—	2.75% 03/15/21	143905AM9
—	PROSHARES TR	36,311	$953K	0.1%	$26.25	$29.00	—	ULTRAPRO SHORT S	74348A442
—	PROSHARES TR	28,417	$525K	0.0%	$18.47	$18.48	—	ULTRAPRO SH NW14	74348A418