Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TTMI	66,910	$88.82M	4.7%	$1327.50	$1071.55	—	1.75% 12/15/20	87305RAD1
—	AAWW	80,002	$77.95M	4.1%	$974.38	$888.65	—	2.25% 06/01/22	049164BH8
—	CLNY	76,578	$75.24M	4.0%	$982.50	$1027.01	—	3.875% 01/15/21	19624RAB2
—	ANIP	60,665	$74.92M	3.9%	$1235.00	$1072.39	—	3% 12/01/19	00182CAA1
—	ARI	63,943	$66.22M	3.5%	$1035.63	$1029.49	—	5.5% 03/15/19	03762UAA3
—	ECHO	67,917	$64.27M	3.4%	$946.24	$951.08	—	2.5% 05/01/20	27875TAA9
—	ON	62,820	$64M	3.4%	$1018.75	$931.08	—	1% 12/01/20	682189AK1
—	CAMP	67,630	$63.83M	3.4%	$943.75	$933.32	—	1.625% 05/15/20	128126AB5
—	PMT	65,346	$62.98M	3.3%	$963.75	$969.54	—	5.375% 05/01/20	70932AAB9
—	PRAA	64,625	$58.45M	3.1%	$904.37	$917.12	—	3% 08/01/20	73640QAB1
—	FOR	56,747	$53.98M	2.8%	$951.26	$1026.17	—	3.75% 03/01/20	346232AB7
—	LGIH	29,650	$52.2M	2.8%	$1760.64	$1261.24	—	4.25% 11/15/19	50187TAB2
—	FNSR	40,866	$48.35M	2.5%	$1183.14	$1046.00	—	0.5% 12/15/33	31787AAM3
—	IPXL	51,687	$45.61M	2.4%	$882.50	$882.50	—	2% 06/15/22	45256BAE1
—	VRNT	46,916	$44.69M	2.4%	$952.49	$1036.72	—	1.5% 06/01/21	92343XAA8
—	MHO	43,676	$44.52M	2.3%	$1019.37	$1034.45	—	3% 03/01/18	55292PAB1
—	SNCR	39,910	$42.33M	2.2%	$1060.64	$1009.61	—	0.75% 08/15/19	87157BAA1
—	BXMT	37,810	$41.54M	2.2%	$1098.76	$1092.58	—	5.25% 12/01/18	09257WAA8
—	RWT	40,330	$40.46M	2.1%	$1003.12	$1041.36	—	4.625% 04/15/18	758075AB1
—	UBS/GOOG	36,675	$40.16M	2.1%	$1095.11	$968.00	—	0% 02/15/21	90270KAW9
—	WFC/IP	39,456	$38.23M	2.0%	$968.90	$1009.91	—	0% 06/10/20	94986RQH7
—	REGI	40,024	$36.87M	1.9%	$921.25	$1086.42	—	2.75% 06/15/19	75972AAA1
—	WFC/INTC	26,951	$35.44M	1.9%	$1315.09	$978.29	—	0% 06/05/20	94986RQF1
—	RGEN	30,506	$34.87M	1.8%	$1143.12	$1081.87	—	2.125% 06/01/21	759916AA7
—	RSO	34,290	$34.18M	1.8%	$996.88	$969.13	—	8% 01/15/20	76120WAB0
—	RSO	33,232	$32.73M	1.7%	$985.01	$1001.60	—	6% 12/01/18	76120WAA2
—	JAZZ	31,650	$32.24M	1.7%	$1018.74	$1010.60	—	1.875% 08/15/21	472145AB7
—	EFII	27,769	$30.79M	1.6%	$1108.75	$1029.93	—	0.75% 09/01/19	286082AC6
—	MTH	30,288	$30.31M	1.6%	$1000.63	$1082.03	—	1.875% 09/15/32	59001AAR3
—	GS/AAPL	22,454	$27.32M	1.4%	$1216.89	$930.74	—	0% 01/24/20	38141GMG6
—	RWT	26,080	$26.54M	1.4%	$1017.48	$928.31	—	5.625% 11/15/19	749772AB5
—	BRCD	25,004	$24.8M	1.3%	$991.88	$990.72	—	1.375% 01/01/20	111621AQ1
—	NMFC	23,838	$24.43M	1.3%	$1025.00	$1013.92	—	5% 06/15/19	647551AB6
—	ECPG	31,755	$24.33M	1.3%	$766.24	$828.42	—	2.875% 03/15/21	292554AH5
—	NHI	20,547	$23.48M	1.2%	$1142.50	$1012.52	—	3.25% 04/01/21	63633DAE4
—	BSFT	17,565	$21.56M	1.1%	$1227.50	$1035.92	—	1.5% 07/01/18	11133BAB8
—	TRIB	19,650	$18.48M	1.0%	$940.61	$894.36	—	4% 04/01/45	89643QAB4
—	CAA	19,061	$17.75M	0.9%	$931.27	$920.44	—	0.25% 06/01/19	783764AS2
—	BKCC	17,011	$17.52M	0.9%	$1029.98	$1031.87	—	5.5% 02/15/18	092533AB4
—	TICC	16,364	$16.61M	0.9%	$1014.97	$975.63	—	7.5% 11/01/17	87244TAB5
—	GS/GOOG	13,412	$15.12M	0.8%	$1127.50	$937.67	—	0% 02/19/21	38147QLX2
—	EBS	11,034	$13.55M	0.7%	$1228.11	$1160.76	—	2.875% 01/15/21	29089QAB1
—	PSEC	13,135	$13.04M	0.7%	$993.15	$993.15	—	4.75% 04/15/20	74348TAQ5
—	LNKD	12,674	$12.62M	0.7%	$995.66	$1053.76	—	0.5% 11/01/19	53578AAB4
—	WFC/AAPL	9,741	$11.73M	0.6%	$1203.98	$884.68	—	0% 01/24/20	94986RPJ4
—	KBH	11,634	$11.37M	0.6%	$977.48	$968.99	—	1.375% 02/01/19	48666KAS8
—	GS/KSU	11,997	$11.25M	0.6%	$937.73	$960.49	—	0% 02/16/21	38147QMF0
—	GTLS	11,236	$11.04M	0.6%	$982.47	$991.20	—	2% 08/01/18	16115QAC4
—	DY	9,440	$10.34M	0.5%	$1095.02	$1095.02	—	0.75% 09/15/21	267475AB7
—	PLAB	8,232	$9.878M	0.5%	$1199.95	$1133.77	—	3.25% 04/01/19	719405AK8
—	HURN	9,246	$9.362M	0.5%	$1012.55	$997.14	—	1.25% 10/01/19	447462AB8
—	IDCC	7,582	$9.25M	0.5%	$1219.99	$1039.41	—	1.5% 03/01/20	458660AD9
—	HCI	9,322	$8.972M	0.5%	$962.45	$902.17	—	3.875% 03/15/19	40416EAB9
—	ECPG	9,569	$8.002M	0.4%	$836.24	$947.35	—	3% 07/01/20	292554AF9
—	GBX	7,041	$7.965M	0.4%	$1131.23	$1016.64	—	3.5% 04/01/18	393657AH4
—	TRN	6,043	$7.221M	0.4%	$1194.94	$1194.94	—	3.875% 06/01/36	896522AF6
—	AKAM	6,595	$6.455M	0.3%	$978.77	$1037.84	—	0% 02/15/19	00971TAG6
—	TCPC	3,597	$3.739M	0.2%	$1039.48	$1015.78	—	5.25% 12/15/19	87238QAB9
—	TOL	3,236	$3.189M	0.2%	$985.48	$1012.04	—	0.5% 09/15/32	88947EAM2
—	ENV	2,294	$2.191M	0.1%	$955.10	$864.49	—	1.75% 12/15/19	29404KAA4
—	WFC/AAPL	1,821	$2.182M	0.1%	$1198.24	$1168.65	—	0% 01/24/20	94986RQJ3
—	TSLX	1,893	$1.959M	0.1%	$1034.87	$989.92	—	4.5% 12/15/19	87265KAB8
—	ICON	1,961	$1.691M	0.1%	$862.32	$537.40	—	1.5% 03/15/18	451055AF4
—	BSFT	1,000	$1.333M	0.1%	$1333.00	$1333.00	—	1% 09/01/22	11133BAD4
—	INFN	1,165	$1.223M	0.1%	$1049.79	$1049.79	—	1.75% 06/01/18	45667GAB9
—	CLNY	1,208	$1.203M	0.1%	$995.86	$995.86	—	5% 04/15/23	19624RAA4
—	PROSHARES TR	57,000	$1.011M	0.1%	$17.74	$25.08	—	ULTPRO SHT RUSS	74348A335
—	MDSO	740	$864K	0.0%	$1167.57	$1025.21	—	1% 08/01/18	58471AAB1
—	PROSHARES TR	36,311	$840K	0.0%	$23.13	$29.00	—	ULTRAPRO SHORT S	74348A442
—	PROSHARES TR	28,417	$380K	0.0%	$13.37	$18.48	—	ULTRAPRO SH NW14	74348A418
—	CSV	37	$43,000	0.0%	$1162.16	$1200.76	—	2.75% 03/15/21	143905AM9