Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
—	BCS/NEM	76,496	$83.75M	5.7%	$1094.80	$1038.20	—	0% 10/30/23	06739FJQ5
—	TPC	80,301	$76.31M	5.2%	$950.26	$1083.58	—	2.875% 06/15/21	901109AD0
—	PCRX	68,050	$69.84M	4.7%	$1026.36	$996.35	—	2.375% 04/01/22	695127AD2
—	SUPN	71,162	$69.8M	4.7%	$980.85	$980.85	—	0.625% 04/01/23	868459AD0
—	DY	63,995	$62.74M	4.2%	$980.34	$936.59	—	0.75% 09/15/21	267475AB7
—	ARI	58,954	$59.09M	4.0%	$1002.29	$1015.38	—	4.75% 08/23/22	03762UAB1
—	HASI	50,425	$55.52M	3.8%	$1101.08	$1023.75	—	4.125% 09/01/22	41068XAB6
—	IIVI	50,528	$53.34M	3.6%	$1055.63	$1013.77	—	0.25% 09/01/22	902104AB4
—	BCS/DHI	52,630	$52.89M	3.6%	$1005.00	$934.36	—	0% 09/26/23	06741J7V5
—	FNSR	50,743	$49.6M	3.4%	$977.44	$916.33	—	0.5% 12/15/36	31787AAP6
—	ATSG	48,162	$49.29M	3.3%	$1023.46	$957.53	—	1.125% 10/15/24	00922RAB1
—	BXMT	46,817	$49.03M	3.3%	$1047.25	$1017.33	—	4.375% 05/05/22	09257WAB6
—	HCI	48,784	$48.08M	3.3%	$985.49	$984.35	—	4.25% 03/01/37	40416EAD5
—	LITE	40,058	$47.24M	3.2%	$1179.19	$1008.27	—	0.25% 03/15/24	55024UAB5
—	RC	1,631	$43.62M	2.9%	$26743.72	$24.50	—	7% 08/15/23	75574U200
—	AAWW	39,750	$39.46M	2.7%	$992.81	$906.35	—	2.25% 06/01/22	049164BH8
—	COWN	31,957	$37.06M	2.5%	$1159.78	$1037.51	—	3% 12/15/22	223622AE1
—	SYNA	39,856	$35.7M	2.4%	$895.62	$980.97	—	0.5% 06/15/22	87157DAD1
—	GPMT	33,900	$35.19M	2.4%	$1038.14	$995.82	—	6.375% 10/01/23	38741LAC1
—	GBX	35,813	$34.68M	2.3%	$968.39	$972.69	—	2.875% 02/01/24	393657AK7
—	AKAM	29,033	$31.16M	2.1%	$1073.30	$1073.30	—	0.125% 05/01/25	00971TAJ0
—	JAZZ	26,725	$26.43M	1.8%	$988.85	$1011.18	—	1.5% 08/15/24	472145AD3
—	TWTR	26,891	$26.32M	1.8%	$978.88	$978.88	—	0.25% 06/15/24	90184LAF9
—	XAN	25,689	$26.31M	1.8%	$1024.21	$979.14	—	4.5% 08/15/22	76120WAC8
—	EZPW	28,013	$25.48M	1.7%	$909.65	$909.65	—	2.375% 05/01/25	302301AE6
—	AAWW	24,349	$25.06M	1.7%	$1029.16	$1020.14	—	1.875% 06/01/24	049164BJ4
—	RWT	24,705	$24.21M	1.6%	$980.00	$981.43	—	4.75% 08/15/23	758075AC9
—	MFA	21,807	$22.01M	1.5%	$1009.31	$1009.31	—	6.25% 06/15/24	55272XAA0
—	PDCE	23,021	$21.68M	1.5%	$941.58	$1016.37	—	1.125% 09/15/21	69327RAD3
—	TSLX	19,897	$20.53M	1.4%	$1031.76	$1023.43	—	4.5% 08/01/22	87265KAD4
—	LGIH	6,000	$20.1M	1.4%	$3349.67	$1261.24	—	4.25% 11/15/19	50187TAB2
—	GSBD	15,172	$15.28M	1.0%	$1007.18	$1017.21	—	4.5% 04/01/22	38147UAB3
—	ARCC	13,575	$14.02M	0.9%	$1032.49	$997.52	—	4.625% 03/01/24	04010LAW3
—	KREF	12,452	$12.94M	0.9%	$1038.79	$1038.79	—	6.125% 05/15/23	48251KAB6
—	PMT	10,587	$10.74M	0.7%	$1014.26	$969.15	—	5.375% 05/01/20	70932AAB9
—	JAZZ	10,250	$10.47M	0.7%	$1021.46	$1001.65	—	1.875% 08/15/21	472145AB7
—	INVA	9,248	$9.722M	0.7%	$1051.25	$1051.25	—	2.125% 01/15/23	88338TAB0
—	ON	7,407	$9.118M	0.6%	$1231.00	$937.36	—	1% 12/01/20	682189AK1
—	ARI	8,187	$8.193M	0.6%	$1000.73	$969.04	—	5.375% 10/15/23	03762UAC9
—	HTGC	7,856	$7.878M	0.5%	$1002.80	$1014.31	—	4.375% 02/01/22	427096AF9
—	PRAA	7,735	$7.699M	0.5%	$995.35	$933.03	—	3% 08/01/20	73640QAB1
—	TWO	7,473	$7.551M	0.5%	$1010.44	$1010.44	—	6.25% 01/15/22	90187BAA9
—	KAMN	5,266	$6.201M	0.4%	$1177.55	$1181.34	—	3.25% 05/01/24	483548AF0
—	GS/KSU	6,134	$5.959M	0.4%	$971.47	$959.90	—	0% 02/16/21	38147QMF0
—	BXMT	5,430	$5.682M	0.4%	$1046.41	$1007.44	—	4.75% 03/15/23	09257WAC4
—	WMC	5,249	$5.197M	0.4%	$990.09	$996.51	—	6.75% 10/01/22	95790DAA3
—	ON	3,723	$4.545M	0.3%	$1220.79	$1268.65	—	1.625% 10/15/23	682189AP0
—	KN	3,748	$4.518M	0.3%	$1205.44	$1089.30	—	3.25% 11/01/21	49926DAB5
—	PRAA	4,280	$4.002M	0.3%	$935.05	$872.57	—	3.5% 06/01/23	69354NAB2
—	TCPC	3,326	$3.385M	0.2%	$1017.74	$1007.97	—	4.625% 03/01/22	87238QAD5
—	BKCC	1,279	$1.284M	0.1%	$1003.91	$1030.89	—	5% 06/15/22	092533AC2
—	CY	1,048	$1.241M	0.1%	$1184.16	$1184.16	—	2% 02/01/23	232806AP4
—	CAMP	1,222	$1.193M	0.1%	$976.27	$936.83	—	1.625% 05/15/20	128126AB5
—	SLAB	258	$322K	0.0%	$1248.06	$1058.82	—	1.375% 03/01/22	826919AB8
—	OAS	344	$316K	0.0%	$918.60	$1016.14	—	2.625% 09/15/23	674215AJ7
—	TSLX	20	$20,000	0.0%	$1000.00	$1000.00	—	4.625% 12/15/19	87265KAB8