Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	AAWW	85,613	$91.07M	4.8%	$1063.75	$898.38	—	2.25% 06/01/22	049164BH8
—	ECHO	77,307	$73.2M	3.8%	$946.87	$954.91	—	2.5% 05/01/20	27875TAA9
—	PMT	71,371	$69.77M	3.6%	$977.50	$969.15	—	5.375% 05/01/20	70932AAB9
—	ACET	71,832	$66M	3.4%	$918.75	$956.16	—	2% 11/01/20	004446AD2
—	TTMI	37,093	$65.45M	3.4%	$1764.38	$1071.55	—	1.75% 12/15/20	87305RAD1
—	ANIP	60,815	$64.46M	3.4%	$1060.00	$1072.11	—	3% 12/01/19	00182CAA1
—	IPXL	74,353	$60.37M	3.2%	$811.87	$859.56	—	2% 06/15/22	45256BAE1
—	SNCR	63,588	$60.29M	3.2%	$948.12	$980.77	—	0.75% 08/15/19	87157BAA1
—	CLNS	58,730	$58.14M	3.0%	$990.01	$1026.13	—	3.875% 01/15/21	19624RAB2
—	ON	51,217	$56.18M	2.9%	$1096.88	$937.36	—	1% 12/01/20	682189AK1
—	ABR	52,621	$55.22M	2.9%	$1049.37	$1012.92	—	6.5% 10/01/19	038923AA6
—	ARI	48,896	$53.88M	2.8%	$1101.87	$1029.49	—	5.5% 03/15/19	03762UAA3
—	HURN	56,991	$53.11M	2.8%	$931.87	$982.69	—	1.25% 10/01/19	447462AB8
—	LGIH	29,800	$49.1M	2.6%	$1647.52	$1261.24	—	4.25% 11/15/19	50187TAB2
—	PRAA	53,747	$48.41M	2.5%	$900.63	$919.96	—	3% 08/01/20	73640QAB1
—	ECPG	54,672	$47.98M	2.5%	$877.51	$849.44	—	2.875% 03/15/21	292554AH5
—	JAZZ	43,100	$46.14M	2.4%	$1070.63	$1001.48	—	1.875% 08/15/21	472145AB7
—	CAMP	44,431	$44.32M	2.3%	$997.50	$933.32	—	1.625% 05/15/20	128126AB5
—	MHO	41,827	$42.64M	2.2%	$1019.37	$1034.45	—	3% 03/01/18	55292PAB1
—	SCMP	42,221	$41.98M	2.2%	$994.39	$1053.49	—	3.25% 12/15/21	864909AA4
—	IDTI	40,843	$41.02M	2.1%	$1004.38	$1034.38	—	0.875% 11/15/22	458118AC0
—	UBS/GOOG	35,798	$40.58M	2.1%	$1133.50	$968.00	—	0% 02/15/21	90270KAW9
—	WFC/IP	38,927	$38.29M	2.0%	$983.61	$1009.91	—	0% 06/10/20	94986RQH7
—	REGI	37,611	$37.66M	2.0%	$1001.25	$1086.42	—	2.75% 06/15/19	75972AAA1
—	NYMT	38,214	$37.59M	2.0%	$983.75	$983.75	—	6.25% 01/15/22	649604AD7
—	FOR	36,213	$36.21M	1.9%	$1000.00	$1025.35	—	3.75% 03/01/20	346232AB7
—	GS/AAPL	21,613	$33.09M	1.7%	$1530.84	$930.74	—	0% 01/24/20	38141GMG6
—	RWT	32,553	$32.59M	1.7%	$1001.26	$1041.36	—	4.625% 04/15/18	758075AB1
—	AFSI	41,851	$31.91M	1.7%	$762.49	$762.49	—	2.75% 12/15/44	032359AG6
—	EFII	27,690	$30.15M	1.6%	$1088.73	$1029.93	—	0.75% 09/01/19	286082AC6
—	WFC/INTC	21,790	$27.39M	1.4%	$1257.18	$978.29	—	0% 06/05/20	94986RQF1
—	VRNT	27,154	$26.9M	1.4%	$990.61	$1036.72	—	1.5% 06/01/21	92343XAA8
—	TRN	29,650	$23.98M	1.3%	$808.74	$880.87	—	4% 04/01/45	89643QAB4
—	ECPG	24,767	$23.48M	1.2%	$948.12	$941.73	—	3% 07/01/20	292554AF9
—	RWT	21,478	$22.15M	1.2%	$1031.24	$930.26	—	5.625% 11/15/19	749772AB5
—	RGEN	17,121	$21.94M	1.1%	$1281.23	$1081.87	—	2.125% 06/01/21	759916AA7
—	DY	17,840	$20.91M	1.1%	$1171.86	$1095.60	—	0.75% 09/15/21	267475AB7
—	VSI	24,416	$20.82M	1.1%	$852.51	$921.90	—	2.25% 12/01/20	92849EAB7
—	FNSR	18,052	$20.33M	1.1%	$1126.25	$1046.00	—	0.5% 12/15/33	31787AAM3
—	HZN	21,608	$19.68M	1.0%	$910.63	$910.63	—	2.75% 07/01/22	44052WAA2
—	MCHP	17,380	$17.7M	0.9%	$1018.12	$1018.12	—	1.625% 02/15/27	595017AE4
SFL 5.75 10/15/21	SFL	15,496	$15.47M	0.8%	$998.13	$1004.39	—	5.75% 10/15/21	G81075AF3
—	GS/GOOG	12,963	$14.82M	0.8%	$1143.33	$937.67	—	0% 02/19/21	38147QLX2
—	WFC/AAPL	9,606	$14.62M	0.8%	$1522.07	$884.68	—	0% 01/24/20	94986RPJ4
—	EBS	10,867	$12.99M	0.7%	$1194.99	$1160.76	—	2.875% 01/15/21	29089QAB1
—	BXMT	11,224	$12.86M	0.7%	$1145.67	$1092.58	—	5.25% 12/01/18	09257WAA8
—	HCI	12,364	$12.35M	0.6%	$998.79	$926.81	—	3.875% 03/15/19	40416EAB9
—	KBH	11,845	$12.19M	0.6%	$1029.38	$1029.38	—	1.375% 02/01/19	48666KAS8
—	NMFC	11,652	$12.02M	0.6%	$1031.24	$1013.92	—	5% 06/15/19	647551AB6
—	TOL	8,940	$8.929M	0.5%	$998.77	$1001.99	—	0.5% 09/15/32	88947EAM2
—	BSFT	5,909	$6.629M	0.3%	$1121.85	$1035.92	—	1.5% 07/01/18	11133BAB8
—	CAA	7,001	$6.607M	0.3%	$943.72	$920.44	—	0.25% 06/01/19	783764AS2
—	MTH	6,332	$6.312M	0.3%	$996.84	$1082.03	—	1.875% 09/15/32	59001AAR3
—	GS/KSU	6,470	$5.929M	0.3%	$916.38	$960.49	—	0% 02/16/21	38147QMF0
—	AKAM	5,173	$5.128M	0.3%	$991.30	$1037.84	—	0% 02/15/19	00971TAG6
—	MIC	5,133	$5.056M	0.3%	$985.00	$1011.82	—	2% 10/01/23	55608BAB1
—	CLNS	2,026	$2.04M	0.1%	$1006.91	$1006.09	—	5% 04/15/23	19624RAA4
—	PSEC	1,384	$1.374M	0.1%	$992.77	$993.15	—	4.75% 04/15/20	74348TAQ5
—	PCLN	1,040	$1.172M	0.1%	$1126.92	$1126.92	—	0.9% 09/15/21	741503AX4
—	TEVA	1,027	$1.108M	0.1%	$1078.87	$1078.87	—	0.25% 02/01/26	88163VAE9
—	AMAG	1,000	$1.093M	0.1%	$1093.00	$1093.00	—	2.5% 02/15/19	00163UAA4
—	YHOO	1,000	$1.041M	0.1%	$1041.00	$1041.00	—	0% 12/01/18	984332AF3
—	NUAN	1,024	$980K	0.1%	$957.03	$957.03	—	1% 12/15/35	67020YAK6
—	MDSO	375	$428K	0.0%	$1141.33	$1025.21	—	1% 08/01/18	58471AAB1