Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	TPC	93,326	$95.43M	6.0%	$1022.50	$1083.58	—	2.875% 06/15/21	901109AD0
—	ARI	87,935	$87.45M	5.5%	$994.54	$1015.38	—	4.75% 08/23/22	03762UAB1
—	FNSR	71,365	$65.55M	4.1%	$918.55	$916.33	—	0.5% 12/15/36	31787AAP6
—	AAWW	55,380	$64.13M	4.0%	$1157.96	$898.38	—	2.25% 06/01/22	049164BH8
—	HASI	65,302	$63.74M	4.0%	$976.13	$1023.75	—	4.125% 09/01/22	41068XAB6
—	SYNA	64,727	$62.08M	3.9%	$959.03	$980.97	—	0.5% 06/15/22	87157DAD1
—	PCRX	58,475	$61.98M	3.9%	$1059.99	$1002.77	—	2.375% 04/01/22	695127AD2
—	BXMT	61,431	$61.59M	3.8%	$1002.59	$1017.33	—	4.375% 05/05/22	09257WAB6
—	VIAV	54,973	$59.5M	3.7%	$1082.42	$1021.86	—	1% 03/01/24	925550AB1
—	HCI	53,579	$53.45M	3.3%	$997.50	$982.96	—	4.25% 03/01/37	40416EAD5
—	RWT	55,109	$52.87M	3.3%	$959.43	$981.43	—	4.75% 08/15/23	758075AC9
—	PRAA	47,023	$45.46M	2.8%	$966.85	$933.03	—	3% 08/01/20	73640QAB1
—	PDCE	46,503	$45.24M	2.8%	$972.82	$1016.37	—	1.125% 09/15/21	69327RAD3
—	AFSI	47,296	$44.89M	2.8%	$949.19	$763.33	—	2.75% 12/15/44	032359AG6
—	GPMT	38,715	$40.14M	2.5%	$1036.83	$1014.98	—	5.625% 12/01/22	38741LAB3
—	NYMT	39,761	$39.79M	2.5%	$1000.63	$992.38	—	6.25% 01/15/22	649604AD7
—	ATSG	39,000	$37.38M	2.3%	$958.59	$958.59	—	1.125% 10/15/24	00922RAA3
—	PMT	36,622	$36.57M	2.3%	$998.58	$969.15	—	5.375% 05/01/20	70932AAB9
—	WMC	35,505	$35.92M	2.2%	$1011.83	$996.51	—	6.75% 10/01/22	95790DAA3
—	TWTR	38,685	$35.71M	2.2%	$923.15	$948.80	—	1% 09/15/21	90184LAD4
—	EZPW	35,540	$32.78M	2.0%	$922.40	$922.40	—	2.375% 05/01/25	302301AD8
—	ON	25,230	$29.33M	1.8%	$1162.58	$937.36	—	1% 12/01/20	682189AK1
—	TTMI	16,977	$28.7M	1.8%	$1690.29	$1071.55	—	1.75% 12/15/20	87305RAD1
—	HZN	35,583	$26.72M	1.7%	$750.81	$905.00	—	2.75% 07/01/22	44052WAA2
—	HTGC	27,072	$26.3M	1.6%	$971.45	$1014.31	—	4.375% 02/01/22	427096AF9
—	IPHI	26,042	$25.72M	1.6%	$987.64	$973.56	—	0.75% 09/01/21	45772FAC1
—	LGIH	11,121	$24.53M	1.5%	$2205.47	$1261.24	—	4.25% 11/15/19	50187TAB2
—	JAZZ	24,000	$24.47M	1.5%	$1019.46	$1019.46	—	1.5% 08/15/24	472145AD3
—	HLX	17,548	$22.81M	1.4%	$1300.03	$1013.01	—	4.125% 09/15/23	42330PAJ6
—	ANW	35,170	$20.57M	1.3%	$585.02	$620.17	—	4.25% 12/15/21	00773VAB2
—	GSBD	20,115	$20.38M	1.3%	$1012.98	$1020.76	—	4.5% 04/01/22	38147UAB3
—	CAMP	16,879	$17.75M	1.1%	$1051.37	$933.32	—	1.625% 05/15/20	128126AB5
—	ABR	14,616	$17.48M	1.1%	$1196.02	$1016.97	—	5.375% 11/15/20	038923AB4
—	ON	13,330	$15.01M	0.9%	$1125.88	$1268.65	—	1.625% 10/15/23	682189AP0
—	IDTI	8,969	$13.5M	0.8%	$1505.30	$1039.31	—	0.875% 11/15/22	458118AC0
—	OSIS	13,808	$13.23M	0.8%	$958.21	$914.42	—	1.25% 09/01/22	671044AD7
—	AKAM	13,000	$12.82M	0.8%	$985.92	$985.92	—	0.125% 05/01/25	00971TAH4
—	KAMN	9,831	$11.57M	0.7%	$1176.79	$1209.90	—	3.25% 05/01/24	483548AF0
—	JAZZ	9,300	$9.986M	0.6%	$1073.76	$1001.48	—	1.875% 08/15/21	472145AB7
—	ANIP	9,000	$9.564M	0.6%	$1062.67	$1072.11	—	3% 12/01/19	00182CAA1
—	KBH	9,365	$9.539M	0.6%	$1018.58	$1029.38	—	1.375% 02/01/19	48666KAS8
—	GPRE	8,060	$7.73M	0.5%	$959.06	$990.99	—	4.125% 09/01/22	393222AF1
—	ATSG	7,918	$7.59M	0.5%	$958.58	$958.58	—	1.125% 10/15/24	00922RAB1
—	ECPG	7,483	$7.003M	0.4%	$935.85	$858.29	—	2.875% 03/15/21	292554AH5
—	FCN	7,030	$6.852M	0.4%	$974.68	$974.68	—	2% 08/15/23	302941AN9
—	VECO	8,027	$6.838M	0.4%	$851.87	$879.91	—	2.7% 01/15/23	922417AD2
—	WFC/INTC	3,668	$6.07M	0.4%	$1654.85	$978.29	—	0% 06/05/20	94986RQF1
—	HCI	5,869	$5.853M	0.4%	$997.27	$939.04	—	3.875% 03/15/19	40416EAB9
—	GS/KSU	6,052	$5.71M	0.4%	$943.49	$960.29	—	0% 02/16/21	38147QMF0
—	VSI	6,000	$5.213M	0.3%	$868.83	$921.90	—	2.25% 12/01/20	92849EAB7
—	TWO	5,028	$5.188M	0.3%	$1031.82	$1031.82	—	6.25% 01/15/22	90187BAA9
—	TIVO	4,914	$4.688M	0.3%	$954.01	$956.46	—	0.5% 03/01/20	779376AD4
—	NMFC	4,388	$4.437M	0.3%	$1011.17	$1013.17	—	5% 06/15/19	647551AB6
—	BKCC	4,285	$4.374M	0.3%	$1020.77	$1035.08	—	5% 06/15/22	092533AC2
—	EZPW	3,859	$3.834M	0.2%	$993.52	$1039.67	—	2.125% 06/15/19	302301AB2
—	SM	3,400	$3.739M	0.2%	$1099.71	$1065.42	—	1.5% 07/01/21	78454LAM2
—	TSLX	2,552	$2.576M	0.2%	$1009.40	$1021.64	—	4.5% 08/01/22	87265KAD4
—	TCPC	2,230	$2.234M	0.1%	$1001.79	$1008.29	—	4.625% 03/01/22	87238QAD5
—	HLX	1,882	$2.024M	0.1%	$1075.45	$1046.43	—	4.25% 05/01/22	42330PAH0
—	DY	1,500	$1.671M	0.1%	$1114.00	$1114.00	—	0.75% 09/15/21	267475AB7
—	OAS	1,218	$1.638M	0.1%	$1344.83	$1070.83	—	2.625% 09/15/23	674215AJ7
—	GWRE	1,153	$1.238M	0.1%	$1073.72	$1021.70	—	1.25% 03/15/25	40171VAA8
—	ZG	1,333	$1.234M	0.1%	$925.73	$925.73	—	1.5% 07/01/23	98954MAC5
—	CSGS	1,123	$1.183M	0.1%	$1053.43	$1077.54	—	4.25% 03/15/36	126349AF6
—	ECHO	1,030	$1.094M	0.1%	$1062.14	$954.91	—	2.5% 05/01/20	27875TAA9
—	RGLD	459	$465K	0.0%	$1013.07	$1013.07	—	2.875% 06/15/19	780287AA6
—	MIC	280	$252K	0.0%	$900.00	$959.96	—	2% 10/01/23	55608BAB1
—	EFII	100	$99,000	0.0%	$990.00	$1011.94	—	0.75% 09/01/19	286082AC6