Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TPC	80,987	$81.31M	4.9%	$1003.98	$1092.89	—	2.875% 06/15/21	901109AD0
—	AAWW	64,931	$80.04M	4.8%	$1232.65	$898.38	—	2.25% 06/01/22	049164BH8
—	ARI	79,846	$79.24M	4.7%	$992.40	$1017.49	—	4.75% 08/23/22	03762UAB1
—	FNSR	77,455	$70.5M	4.2%	$910.15	$916.33	—	0.5% 12/15/36	31787AAP6
—	HASI	63,949	$61.55M	3.7%	$962.50	$1024.76	—	4.125% 09/01/22	41068XAB6
—	PRAA	59,145	$57.01M	3.4%	$963.83	$933.03	—	3% 08/01/20	73640QAB1
—	BXMT	56,782	$55.95M	3.3%	$985.38	$1018.54	—	4.375% 05/05/22	09257WAB6
—	PMT	53,439	$53.7M	3.2%	$1004.87	$969.15	—	5.375% 05/01/20	70932AAB9
—	TTMI	28,641	$53.51M	3.2%	$1868.37	$1071.55	—	1.75% 12/15/20	87305RAD1
—	VIAV	51,645	$52.25M	3.1%	$1011.75	$1017.95	—	1% 03/01/24	925550AB1
—	HCI	51,988	$51.08M	3.1%	$982.52	$982.52	—	4.25% 03/01/37	40416EAD5
—	PDCE	47,757	$50.12M	3.0%	$1049.54	$1016.37	—	1.125% 09/15/21	69327RAD3
—	AFSI	48,307	$46.98M	2.8%	$972.51	$763.33	—	2.75% 12/15/44	032359AG6
—	RWT	47,805	$46.47M	2.8%	$972.09	$984.79	—	4.75% 08/15/23	758075AC9
—	NYMT	45,916	$45.65M	2.7%	$994.21	$992.38	—	6.25% 01/15/22	649604AD7
—	ABR	39,871	$44.3M	2.7%	$1110.98	$1016.97	—	5.375% 11/15/20	038923AB4
—	SYNA	42,202	$41.89M	2.5%	$992.68	$992.68	—	0.5% 06/15/22	87157DAD1
—	LGIH	14,777	$39.58M	2.4%	$2678.55	$1261.24	—	4.25% 11/15/19	50187TAB2
—	WMC	36,684	$37.11M	2.2%	$1011.61	$996.51	—	6.75% 10/01/22	95790DAA3
—	ON	27,033	$35.63M	2.1%	$1318.09	$937.36	—	1% 12/01/20	682189AK1
—	HLX	29,403	$34.73M	2.1%	$1181.31	$1013.01	—	4.125% 09/15/23	42330PAJ6
—	HTGC	34,617	$34.57M	2.1%	$998.53	$1014.31	—	4.375% 02/01/22	427096AF9
—	GPMT	33,295	$33.94M	2.0%	$1019.31	$1011.42	—	5.625% 12/01/22	38741LAB3
—	ANIP	25,925	$29.37M	1.8%	$1132.73	$1072.11	—	3% 12/01/19	00182CAA1
—	CAMP	26,209	$27.99M	1.7%	$1067.99	$933.32	—	1.625% 05/15/20	128126AB5
—	HZN	38,527	$27.12M	1.6%	$703.92	$905.00	—	2.75% 07/01/22	44052WAA2
—	LGND	25,090	$26.01M	1.6%	$1036.79	$1036.79	—	0.75% 05/15/23	53220KAE8
—	PCRX	26,117	$24.34M	1.5%	$931.88	$931.88	—	2.375% 04/01/22	695127AD2
—	ON	18,939	$24.03M	1.4%	$1268.65	$1268.65	—	1.625% 10/15/23	682189AP0
—	TRIB	27,100	$22.62M	1.4%	$834.54	$880.87	—	4% 04/01/45	89643QAB4
—	SQ	21,000	$22.51M	1.3%	$1071.86	$1071.86	—	0.5% 05/15/23	852234AC7
—	GPRE	21,203	$21.09M	1.3%	$994.48	$990.99	—	4.125% 09/01/22	393222AF1
—	TWTR	21,135	$20.5M	1.2%	$970.10	$970.10	—	1% 09/15/21	90184LAD4
—	IPHI	21,595	$20.23M	1.2%	$936.93	$970.66	—	0.75% 09/01/21	45772FAC1
—	INTC/WFC	11,158	$19.32M	1.2%	$1731.94	$978.29	—	0% 06/05/20	94986RQF1
—	OSIS	14,462	$14.06M	0.8%	$972.55	$914.42	—	1.25% 09/01/22	671044AD7
—	ECPG	15,051	$13.96M	0.8%	$927.31	$858.29	—	2.875% 03/15/21	292554AH5
—	HURN	14,723	$13.89M	0.8%	$943.56	$982.69	—	1.25% 10/01/19	447462AB8
—	INVA	14,200	$13.83M	0.8%	$973.94	$985.27	—	2.125% 01/15/23	88338TAB0
—	TIVO	14,347	$13.66M	0.8%	$951.91	$956.46	—	0.5% 03/01/20	779376AD4
—	ANW	37,190	$13.02M	0.8%	$350.01	$620.17	—	4.25% 12/15/21	00773VAB2
—	KAMN	9,500	$11.51M	0.7%	$1211.05	$1211.05	—	3.25% 05/01/24	483548AF0
—	IDTI	9,711	$11.09M	0.7%	$1142.11	$1039.31	—	0.875% 11/15/22	458118AC0
—	KBH	9,983	$10.87M	0.7%	$1088.45	$1029.38	—	1.375% 02/01/19	48666KAS8
—	JAZZ	9,850	$10.74M	0.6%	$1090.86	$1001.48	—	1.875% 08/15/21	472145AB7
—	HCI	10,355	$10.33M	0.6%	$997.20	$939.04	—	3.875% 03/15/19	40416EAB9
—	HLX	9,305	$9.737M	0.6%	$1046.43	$1046.43	—	4.25% 05/01/22	42330PAH0
—	GSBD	8,191	$8.395M	0.5%	$1024.91	$1032.09	—	4.5% 04/01/22	38147UAB3
—	VSI	9,242	$7.161M	0.4%	$774.83	$921.90	—	2.25% 12/01/20	92849EAB7
—	BKCC	6,058	$6.194M	0.4%	$1022.45	$1035.08	—	5% 06/15/22	092533AC2
—	GS/KSU	6,192	$5.779M	0.3%	$933.30	$960.29	—	0% 02/16/21	38147QMF0
—	VECO	5,505	$4.87M	0.3%	$884.65	$892.75	—	2.7% 01/15/23	922417AD2
—	ECHO	3,239	$3.365M	0.2%	$1038.90	$954.91	—	2.5% 05/01/20	27875TAA9
—	EZPW	2,832	$2.877M	0.2%	$1015.89	$1056.41	—	2.125% 06/15/19	302301AB2
—	NMFC	2,194	$2.235M	0.1%	$1018.69	$1015.17	—	5% 06/15/19	647551AB6
—	PRAA	2,000	$2.132M	0.1%	$1066.00	$1066.00	—	3.5% 06/01/23	69354NAB2
—	SM	1,811	$1.875M	0.1%	$1035.34	$1035.34	—	1.5% 07/01/21	78454LAM2
—	TSLX	1,846	$1.846M	0.1%	$1000.00	$1026.32	—	4.5% 08/01/22	87265KAD4
—	OAS	1,213	$1.577M	0.1%	$1300.08	$1070.83	—	2.625% 09/15/23	674215AJ7
—	TCPC	1,500	$1.51M	0.1%	$1006.67	$1011.45	—	4.625% 03/01/22	87238QAD5
—	GWRE	1,112	$1.134M	0.1%	$1019.78	$1019.78	—	1.25% 03/15/25	40171VAA8
—	CSGS	694	$733K	0.0%	$1056.20	$1092.44	—	4.25% 03/15/36	126349AF6
—	MIC	637	$567K	0.0%	$890.11	$959.96	—	2% 10/01/23	55608BAB1
—	EFII	139	$138K	0.0%	$992.81	$1011.94	—	0.75% 09/01/19	286082AC6
—	TEVA	100	$93,000	0.0%	$930.00	$921.16	—	0.25% 02/01/26	88163VAE9