Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	AAWW	83,226	$84.68M	4.4%	$1017.49	$893.64	—	2.25% 06/01/22	049164BH8
—	CLNS	79,454	$79.65M	4.1%	$1002.50	$1026.13	—	3.875% 01/15/21	19624RAB2
—	ECHO	76,553	$75.41M	3.9%	$985.00	$954.91	—	2.5% 05/01/20	27875TAA9
—	PMT	72,630	$70.13M	3.6%	$965.63	$969.15	—	5.375% 05/01/20	70932AAB9
—	TTMI	45,770	$69.94M	3.6%	$1528.12	$1071.55	—	1.75% 12/15/20	87305RAD1
—	ON	67,106	$69.08M	3.6%	$1029.37	$937.36	—	1% 12/01/20	682189AK1
—	ANIP	59,455	$68.52M	3.5%	$1152.50	$1072.39	—	3% 12/01/19	00182CAA1
—	PRAA	71,443	$67.65M	3.5%	$946.88	$919.96	—	3% 08/01/20	73640QAB1
—	ARI	64,048	$67.21M	3.5%	$1049.38	$1029.49	—	5.5% 03/15/19	03762UAA3
—	CAMP	62,049	$60.11M	3.1%	$968.75	$933.32	—	1.625% 05/15/20	128126AB5
—	FOR	58,586	$58.59M	3.0%	$1000.00	$1025.35	—	3.75% 03/01/20	346232AB7
—	ACET	57,322	$55.35M	2.9%	$965.63	$965.63	—	2% 11/01/20	004446AD2
—	HURN	55,101	$54.1M	2.8%	$981.87	$984.43	—	1.25% 10/01/19	447462AB8
—	FNSR	39,065	$46.32M	2.4%	$1185.64	$1046.00	—	0.5% 12/15/33	31787AAM3
—	IPXL	57,672	$45.81M	2.4%	$794.37	$873.36	—	2% 06/15/22	45256BAE1
—	ECPG	51,251	$45.04M	2.3%	$878.75	$847.56	—	2.875% 03/15/21	292554AH5
—	IDTI	43,112	$44.59M	2.3%	$1034.38	$1034.38	—	0.875% 11/15/22	458118AC0
—	MHO	43,290	$44.32M	2.3%	$1023.75	$1034.45	—	3% 03/01/18	55292PAB1
—	LGIH	29,800	$42.61M	2.2%	$1430.00	$1261.24	—	4.25% 11/15/19	50187TAB2
—	JAZZ	41,700	$40.16M	2.1%	$963.12	$999.16	—	1.875% 08/15/21	472145AB7
—	WF/IP	39,538	$39.59M	2.0%	$1001.29	$1009.91	—	0% 06/10/20	94986RQH7
—	UBS/GOOG	36,011	$38.9M	2.0%	$1080.31	$968.00	—	0% 02/15/21	90270KAW9
—	REGI	39,590	$38.3M	2.0%	$967.49	$1086.42	—	2.75% 06/15/19	75972AAA1
—	RWT	38,324	$38.25M	2.0%	$998.12	$1041.36	—	4.625% 04/15/18	758075AB1
—	ABR	37,432	$37.36M	1.9%	$998.13	$998.13	—	6.5% 10/01/19	038923AA6
—	SNCR	33,765	$35.62M	1.8%	$1055.00	$1009.61	—	0.75% 08/15/19	87157BAA1
—	SCMP	33,000	$35.31M	1.8%	$1070.00	$1070.00	—	3.25% 12/15/21	864909AA4
—	WF/INTC	26,357	$33.44M	1.7%	$1268.81	$978.29	—	0% 06/05/20	94986RQF1
—	VRNT	31,436	$29.61M	1.5%	$941.88	$1036.72	—	1.5% 06/01/21	92343XAA8
—	EFII	27,711	$29.46M	1.5%	$1063.12	$1029.93	—	0.75% 09/01/19	286082AC6
—	GS/AAPL	21,983	$27.68M	1.4%	$1259.11	$930.74	—	0% 01/24/20	38141GMG6
—	RWT	26,697	$27.03M	1.4%	$1012.51	$930.26	—	5.625% 11/15/19	749772AB5
—	ECPG	27,553	$25.86M	1.3%	$938.74	$941.73	—	3% 07/01/20	292554AF9
—	TRIB	29,650	$25.33M	1.3%	$854.37	$880.87	—	4% 04/01/45	89643QAB4
—	RGEN	18,865	$22.39M	1.2%	$1186.85	$1081.87	—	2.125% 06/01/21	759916AA7
—	NMFC	21,761	$22.29M	1.2%	$1024.36	$1013.92	—	5% 06/15/19	647551AB6
—	VSI	22,776	$21.11M	1.1%	$926.90	$926.90	—	2.25% 12/01/20	92849EAB7
SFL 5.75 10/15/21	SFL	20,977	$21.07M	1.1%	$1004.39	$1004.39	—	5.75% 10/15/21	G81075AF3
—	DY	17,840	$19.56M	1.0%	$1096.24	$1095.60	—	0.75% 09/15/21	267475AB7
—	TICC	15,546	$15.78M	0.8%	$1014.99	$975.63	—	7.5% 11/01/17	87244TAB5
—	GS/GOOG	13,118	$14.49M	0.7%	$1104.67	$937.67	—	0% 02/19/21	38147QLX2
—	EBS	10,898	$13.94M	0.7%	$1278.77	$1160.76	—	2.875% 01/15/21	29089QAB1
—	BXMT	11,449	$12.77M	0.7%	$1115.03	$1092.58	—	5.25% 12/01/18	09257WAA8
—	WF/AAPL	9,715	$11.97M	0.6%	$1232.12	$884.68	—	0% 01/24/20	94986RPJ4
—	HCI	10,475	$10.56M	0.5%	$1008.11	$913.83	—	3.875% 03/15/19	40416EAB9
—	NHI	7,609	$8.532M	0.4%	$1121.30	$1012.52	—	3.25% 04/01/21	63633DAE4
—	MTH	7,676	$7.657M	0.4%	$997.52	$1082.03	—	1.875% 09/15/32	59001AAR3
—	PSEC	7,347	$7.205M	0.4%	$980.67	$993.15	—	4.75% 04/15/20	74348TAQ5
—	MIC	7,109	$7.193M	0.4%	$1011.82	$1011.82	—	2% 10/01/23	55608BAB1
—	BSFT	6,071	$6.966M	0.4%	$1147.42	$1035.92	—	1.5% 07/01/18	11133BAB8
—	AKAM	6,487	$6.746M	0.3%	$1039.93	$1037.84	—	0% 02/15/19	00971TAG6
—	CAA	7,132	$6.677M	0.3%	$936.20	$920.44	—	0.25% 06/01/19	783764AS2
—	BKCC	6,475	$6.58M	0.3%	$1016.22	$1031.87	—	5.5% 02/15/18	092533AB4
—	GS/KSU	6,422	$5.868M	0.3%	$913.73	$960.49	—	0% 02/16/21	38147QMF0
—	IDCC	3,308	$4.48M	0.2%	$1354.29	$1039.41	—	1.5% 03/01/20	458660AD9
—	GTLS	4,483	$4.382M	0.2%	$977.47	$991.20	—	2% 08/01/18	16115QAC4
—	SRC	4,081	$4.254M	0.2%	$1042.39	$1042.39	—	2.875% 05/15/19	84860WAA0
—	BRCD	3,216	$3.238M	0.2%	$1006.84	$990.72	—	1.375% 01/01/20	111621AQ1
—	TRN	1,863	$2.383M	0.1%	$1279.12	$1194.94	—	3.875% 06/01/36	896522AF6
—	WF/AAPL	1,807	$2.217M	0.1%	$1226.90	$1168.65	—	0% 01/24/20	94986RQJ3
—	TOL	2,169	$2.145M	0.1%	$988.93	$1012.04	—	0.5% 09/15/32	88947EAM2
—	ILMN	2,013	$1.931M	0.1%	$959.26	$959.26	—	0% 06/15/19	452327AF6
—	CLNS	1,771	$1.82M	0.1%	$1027.67	$1005.97	—	5% 04/15/23	19624RAA4
—	TSLX	1,536	$1.576M	0.1%	$1026.04	$989.92	—	4.5% 12/15/19	87265KAB8
—	BSFT	1,000	$1.213M	0.1%	$1213.00	$1333.00	—	1% 09/01/22	11133BAD4
—	ENV	968	$922K	0.0%	$952.48	$864.49	—	1.75% 12/15/19	29404KAA4
—	TCPC	818	$853K	0.0%	$1042.79	$1015.78	—	5.25% 12/15/19	87238QAB9
—	MDSO	518	$561K	0.0%	$1083.01	$1025.21	—	1% 08/01/18	58471AAB1
—	PROSHARES TR	26,000	$341K	0.0%	$13.12	$25.08	—	ULTPRO SHT RUSS	74348A335
—	PROSHARES TR	11,800	$241K	0.0%	$20.42	$29.00	—	ULTRAPRO SHORT S	74348A442
—	PROSHARES TR	7,100	$93,000	0.0%	$13.10	$18.48	—	ULTRAPRO SH NW14	74348A418