Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	ARI	79,136	$79.21M	4.2%	$1000.99	$1017.49	—	4.75% 08/23/22	03762UAB1
—	AAWW	66,673	$76.26M	4.0%	$1143.84	$898.38	—	2.25% 06/01/22	049164BH8
—	FNSR	79,608	$71.72M	3.8%	$900.91	$916.33	—	0.5% 12/15/36	31787AAP6
—	TPC	64,189	$67.95M	3.6%	$1058.58	$1116.16	—	2.875% 06/15/21	901109AD0
—	HASI	64,207	$61.51M	3.3%	$958.00	$1024.76	—	4.125% 09/01/22	41068XAB6
—	ANIP	54,533	$59.73M	3.2%	$1095.32	$1072.11	—	3% 12/01/19	00182CAA1
—	PMT	56,239	$56.45M	3.0%	$1003.75	$969.15	—	5.375% 05/01/20	70932AAB9
—	BXMT	51,536	$50.87M	2.7%	$987.10	$1021.91	—	4.375% 05/05/22	09257WAB6
—	NYMT	48,899	$49.72M	2.6%	$1016.81	$992.38	—	6.25% 01/15/22	649604AD7
—	RWT	50,572	$49.15M	2.6%	$971.80	$984.79	—	4.75% 08/15/23	758075AC9
—	TTMI	29,136	$48.57M	2.6%	$1666.87	$1071.55	—	1.75% 12/15/20	87305RAD1
—	EFII	49,739	$48.34M	2.6%	$971.89	$1011.94	—	0.75% 09/01/19	286082AC6
—	LGIH	14,707	$48.2M	2.5%	$3277.49	$1261.24	—	4.25% 11/15/19	50187TAB2
—	AFSI	51,502	$46.48M	2.5%	$902.39	$763.33	—	2.75% 12/15/44	032359AG6
—	INVA	41,771	$44.92M	2.4%	$1075.41	$985.27	—	2.125% 01/15/23	88338TAB0
—	IDTI	39,425	$44.51M	2.4%	$1129.00	$1039.31	—	0.875% 11/15/22	458118AC0
—	PRAA	44,406	$42.91M	2.3%	$966.24	$922.80	—	3% 08/01/20	73640QAB1
—	VIAV	41,755	$42.57M	2.2%	$1019.42	$1019.42	—	1% 03/01/24	925550AB1
—	ACET	47,488	$41.91M	2.2%	$882.56	$956.16	—	2% 11/01/20	004446AD2
—	ABR	40,517	$41.23M	2.2%	$1017.50	$1016.97	—	5.375% 11/15/20	038923AB4
—	COWN	40,105	$40.68M	2.1%	$1014.26	$1014.26	—	3% 12/15/22	223622AD3
—	ON	27,989	$40.09M	2.1%	$1432.17	$937.36	—	1% 12/01/20	682189AK1
—	HTGC	39,266	$39.83M	2.1%	$1014.31	$1014.31	—	4.375% 02/01/22	427096AF9
—	SNCR	41,739	$39.55M	2.1%	$947.63	$976.76	—	0.75% 08/15/19	87157BAA1
—	IP/WFC	39,142	$38.68M	2.0%	$988.09	$1010.28	—	0% 06/10/20	94986RQH7
—	ON	27,130	$37.26M	2.0%	$1373.24	$1056.83	—	1.625% 10/15/23	682189AN5
—	HZN	44,562	$36.75M	1.9%	$824.65	$905.00	—	2.75% 07/01/22	44052WAA2
—	CLNS	38,318	$36.06M	1.9%	$940.99	$1026.13	—	3.875% 01/15/21	19624RAB2
—	WMC	35,458	$35.21M	1.9%	$993.09	$995.98	—	6.75% 10/01/22	95790DAA3
—	TIVO	32,835	$31.97M	1.7%	$973.60	$956.46	—	0.5% 03/01/20	779376AD4
—	CAMP	29,696	$31.81M	1.7%	$1071.32	$933.32	—	1.625% 05/15/20	128126AB5
—	HLX	30,908	$31.31M	1.7%	$1013.01	$1013.01	—	4.125% 09/15/23	42330PAJ6
—	ECPG	30,968	$31.06M	1.6%	$1003.00	$858.29	—	2.875% 03/15/21	292554AH5
—	JAZZ	30,000	$29.37M	1.6%	$978.87	$950.86	—	1.5% 08/15/24	472145AC5
—	INTC/WFC	16,117	$29.28M	1.5%	$1816.53	$978.29	—	0% 06/05/20	94986RQF1
—	RMBS	29,063	$28.73M	1.5%	$988.65	$988.65	—	1.375% 02/01/23	750917AF3
—	ANW	37,190	$23.06M	1.2%	$620.17	$620.17	—	4.25% 12/15/21	00773VAB2
—	TRIB	27,100	$21.95M	1.2%	$809.85	$880.87	—	4% 04/01/45	89643QAB4
—	PDCE	21,517	$21M	1.1%	$975.93	$975.93	—	1.125% 09/15/21	69327RAD3
—	BKCC	17,239	$17.79M	0.9%	$1032.02	$1035.08	—	5% 06/15/22	092533AC2
—	HURN	17,087	$16.15M	0.9%	$944.99	$982.69	—	1.25% 10/01/19	447462AB8
—	UBS/GOOG	11,059	$14.83M	0.8%	$1340.81	$968.00	—	0% 02/15/21	90270KAW9
—	ECHO	13,741	$14.01M	0.7%	$1019.72	$954.91	—	2.5% 05/01/20	27875TAA9
—	OSIS	14,000	$12.78M	0.7%	$912.50	$912.50	—	1.25% 09/01/22	671044AD7
—	HCI	12,119	$12.15M	0.6%	$1002.56	$939.04	—	3.875% 03/15/19	40416EAB9
—	KBH	10,348	$11.76M	0.6%	$1136.84	$1029.38	—	1.375% 02/01/19	48666KAS8
—	IPHI	12,407	$11.69M	0.6%	$942.21	$995.64	—	0.75% 09/01/21	45772FAC1
—	JAZZ	10,850	$11.38M	0.6%	$1048.76	$1001.48	—	1.875% 08/15/21	472145AB7
—	HAWK	6,900	$7.637M	0.4%	$1106.81	$1020.63	—	1.5% 01/15/22	09238EAB0
—	GSBD	7,284	$7.394M	0.4%	$1015.10	$1032.99	—	4.5% 04/01/22	38147UAB3
—	GPMT	7,500	$7.382M	0.4%	$984.27	$984.27	—	5.625% 12/01/22	38741LAB3
—	VSI	9,348	$6.874M	0.4%	$735.34	$921.90	—	2.25% 12/01/20	92849EAB7
—	NMFC	5,967	$6.151M	0.3%	$1030.84	$1015.17	—	5% 06/15/19	647551AB6
—	GS/KSU	6,212	$5.82M	0.3%	$936.90	$960.29	—	0% 02/16/21	38147QMF0
—	MIC	5,987	$5.343M	0.3%	$892.43	$959.96	—	2% 10/01/23	55608BAB1
—	GS/GOOG	3,299	$4.522M	0.2%	$1370.72	$937.67	—	0% 02/19/21	38147QLX2
—	TEVA	4,469	$3.939M	0.2%	$881.41	$921.16	—	0.25% 02/01/26	88163VAE9
—	EZPW	3,581	$3.783M	0.2%	$1056.41	$1056.41	—	2.125% 06/15/19	302301AB2
—	TSLX	2,736	$2.808M	0.1%	$1026.32	$1026.32	—	4.5% 08/01/22	87265KAD4
—	GTLS	2,300	$2.699M	0.1%	$1173.48	$1173.48	—	1% 11/15/24	16115QAD2
—	CLNS	2,290	$2.144M	0.1%	$936.24	$1013.57	—	5% 04/15/23	19624RAA4
—	DISH	2,183	$1.941M	0.1%	$889.14	$889.14	—	2.375% 03/15/24	25470MAD1
—	GPRE	1,816	$1.732M	0.1%	$953.74	$953.74	—	4.125% 09/01/22	393222AF1
—	TCPC	1,323	$1.339M	0.1%	$1012.09	$1012.09	—	4.625% 03/01/22	87238QAD5
—	OAS	1,050	$1.087M	0.1%	$1035.24	$1035.24	—	2.625% 09/15/23	674215AJ7
—	CSGS	714	$788K	0.0%	$1103.64	$1092.44	—	4.25% 03/15/36	126349AF6
—	VECO	623	$569K	0.0%	$913.32	$956.21	—	2.7% 01/15/23	922417AD2
—	ABR	13	$14,000	0.0%	$1076.92	$1012.92	—	6.5% 10/01/19	038923AA6