Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	AAWW	77,524	$81.89M	4.2%	$1056.25	$898.38	—	2.25% 06/01/22	049164BH8
—	ECHO	76,703	$73.83M	3.8%	$962.50	$954.91	—	2.5% 05/01/20	27875TAA9
—	PMT	69,368	$68.73M	3.6%	$990.82	$969.15	—	5.375% 05/01/20	70932AAB9
—	TTMI	34,643	$65.13M	3.4%	$1880.00	$1071.55	—	1.75% 12/15/20	87305RAD1
—	ANIP	59,877	$63.17M	3.3%	$1055.00	$1072.11	—	3% 12/01/19	00182CAA1
—	ACET	66,438	$61.37M	3.2%	$923.75	$956.16	—	2% 11/01/20	004446AD2
—	IPXL	69,955	$59.85M	3.1%	$855.62	$859.56	—	2% 06/15/22	45256BAE1
—	CLNS	55,330	$56.42M	2.9%	$1019.74	$1026.13	—	3.875% 01/15/21	19624RAB2
—	LGIH	29,500	$56.34M	2.9%	$1910.00	$1261.24	—	4.25% 11/15/19	50187TAB2
—	PRAA	57,843	$55.49M	2.9%	$959.37	$922.75	—	3% 08/01/20	73640QAB1
—	BXMT	53,631	$54.87M	2.8%	$1023.12	$1023.12	—	4.375% 05/05/22	09257WAB6
—	IDTI	48,593	$51.57M	2.7%	$1061.24	$1038.66	—	0.875% 11/15/22	458118AC0
—	HURN	52,130	$50.21M	2.6%	$963.13	$982.69	—	1.25% 10/01/19	447462AB8
—	ABR	45,520	$48.31M	2.5%	$1061.25	$1012.92	—	6.5% 10/01/19	038923AA6
—	SNCR	49,940	$46.57M	2.4%	$932.50	$980.77	—	0.75% 08/15/19	87157BAA1
—	ON	44,261	$46.14M	2.4%	$1042.50	$937.36	—	1% 12/01/20	682189AK1
—	ECPG	47,419	$45.11M	2.3%	$951.24	$849.44	—	2.875% 03/15/21	292554AH5
—	CAMP	43,482	$44.52M	2.3%	$1023.76	$933.32	—	1.625% 05/15/20	128126AB5
—	NYMT	43,769	$44.32M	2.3%	$1012.50	$987.40	—	6.25% 01/15/22	649604AD7
—	JAZZ	39,100	$42.91M	2.2%	$1097.49	$1001.48	—	1.875% 08/15/21	472145AB7
—	UBS/GOOG	35,291	$42.77M	2.2%	$1211.90	$968.00	—	0% 02/15/21	90270KAW9
—	MHO	39,855	$41.25M	2.1%	$1034.93	$1034.45	—	3% 03/01/18	55292PAB1
—	WFC/IP	39,617	$40.85M	2.1%	$1031.20	$1010.28	—	0% 06/10/20	94986RQH7
—	PSEC	40,689	$40.74M	2.1%	$1001.25	$1001.25	—	4.95% 07/15/22	74348TAR3
—	SCMP	41,221	$40.45M	2.1%	$981.25	$1053.49	—	3.25% 12/15/21	864909AA4
—	APCOR	36,394	$39.99M	2.1%	$1098.83	$1029.49	—	5.5% 03/15/19	03762UAA3
—	AFSI	44,484	$33.22M	1.7%	$746.88	$761.57	—	2.75% 12/15/44	032359AG6
—	GS/AAPL	21,083	$32.24M	1.7%	$1529.38	$930.74	—	0% 01/24/20	38141GMG6
—	RWT	30,544	$30.93M	1.6%	$1012.51	$1041.36	—	4.625% 04/15/18	758075AB1
—	EFII	27,645	$29.77M	1.5%	$1076.87	$1029.93	—	0.75% 09/01/19	286082AC6
—	HZN	30,929	$29.38M	1.5%	$950.01	$922.50	—	2.75% 07/01/22	44052WAA2
—	REGI	26,535	$29.16M	1.5%	$1098.74	$1086.42	—	2.75% 06/15/19	75972AAA1
—	BKCC	26,407	$27.17M	1.4%	$1028.74	$1028.74	—	5% 06/15/22	092533AC2
—	WFC/INTC	21,322	$25.32M	1.3%	$1187.32	$978.29	—	0% 06/05/20	94986RQF1
—	ECPG	22,775	$24.43M	1.3%	$1072.49	$941.73	—	3% 07/01/20	292554AF9
—	ON	23,430	$23.55M	1.2%	$1004.99	$1004.99	—	1.625% 10/15/23	682189AN5
—	TRIB	28,050	$22.9M	1.2%	$816.26	$880.87	—	4% 04/01/45	89643QAB4
—	VRNT	21,487	$21.15M	1.1%	$984.36	$1036.72	—	1.5% 06/01/21	92343XAA8
—	FNSR	17,668	$19.69M	1.0%	$1114.39	$1046.00	—	0.5% 12/15/33	31787AAM3
—	RWT	18,603	$19.56M	1.0%	$1051.23	$930.26	—	5.625% 11/15/19	749772AB5
—	VSI	23,338	$18.5M	1.0%	$792.48	$921.90	—	2.25% 12/01/20	92849EAB7
—	GS/GOOG	12,306	$15.24M	0.8%	$1238.34	$937.67	—	0% 02/19/21	38147QLX2
—	WFC/AAPL	9,578	$14.63M	0.8%	$1527.98	$884.68	—	0% 01/24/20	94986RPJ4
—	RGEN	10,111	$14.61M	0.8%	$1444.96	$1081.87	—	2.125% 06/01/21	759916AA7
—	EBS	10,859	$14.05M	0.7%	$1293.77	$1160.76	—	2.875% 01/15/21	29089QAB1
—	KBH	11,934	$12.82M	0.7%	$1074.41	$1029.38	—	1.375% 02/01/19	48666KAS8
—	HCI	12,435	$12.61M	0.7%	$1014.39	$926.81	—	3.875% 03/15/19	40416EAB9
—	DY	9,840	$11.46M	0.6%	$1165.04	$1095.60	—	0.75% 09/15/21	267475AB7
—	NMFC	10,967	$11.41M	0.6%	$1040.03	$1013.92	—	5% 06/15/19	647551AB6
—	PCRX	8,700	$9.266M	0.5%	$1065.06	$1065.06	—	2.375% 04/01/22	695127AC4
—	MCHP	6,680	$7.056M	0.4%	$1056.29	$1018.12	—	1.625% 02/15/27	595017AE4
—	TOL	7,017	$7.035M	0.4%	$1002.57	$1001.99	—	0.5% 09/15/32	88947EAM2
—	BSFT	5,761	$6.719M	0.3%	$1166.29	$1035.92	—	1.5% 07/01/18	11133BAB8
SFL 5.75 10/15/21	SFL	6,959	$6.698M	0.3%	$962.49	$1004.39	—	5.75% 10/15/21	G81075AF3
—	CAA	6,669	$6.344M	0.3%	$951.27	$920.44	—	0.25% 06/01/19	783764AS2
—	MTH	6,022	$6.075M	0.3%	$1008.80	$1082.03	—	1.875% 09/15/32	59001AAR3
—	GS/KSU	6,371	$6.054M	0.3%	$950.24	$960.49	—	0% 02/16/21	38147QMF0
—	AKAM	5,245	$5.143M	0.3%	$980.55	$1037.05	—	0% 02/15/19	00971TAG6
—	MIC	3,527	$3.529M	0.2%	$1000.57	$1011.82	—	2% 10/01/23	55608BAB1
—	WFC/AAPL	1,774	$2.702M	0.1%	$1523.11	$1523.11	—	0% 01/24/20	94986RQJ3
—	CLNS	2,414	$2.541M	0.1%	$1052.61	$1013.57	—	5% 04/15/23	19624RAA4
—	PCLN	1,040	$1.193M	0.1%	$1147.12	$1126.92	—	0.9% 09/15/21	741503AX4
—	AABA	1,012	$1.153M	0.1%	$1139.33	$1042.17	—	0% 12/01/18	984332AF3
—	TEVA	1,027	$1.107M	0.1%	$1077.90	$1078.87	—	0.25% 02/01/26	88163VAE9
—	NUAN	1,076	$1.042M	0.1%	$968.40	$957.58	—	1% 12/15/35	67020YAK6
—	FOR	500	$500K	0.0%	$1000.00	$1025.35	—	3.75% 03/01/20	346232AB7
—	ARCC	419	$431K	0.0%	$1028.64	$1028.64	—	4.375% 01/15/19	04010LAM5