The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
BANK OF AMERICA | 7.25 CNV PFD L | 060505682 | 1,098 | 875 | SH | SOLE | 875 | 0 | 0 | ||
EL PASO ENERGY CAPITAL TRUST | PFD CV TR SECS | 283678209 | 235 | 5,616 | SH | SOLE | 5,616 | 0 | 0 | ||
RLJ LODGING TRUST | CUM CONV PFD A | 74965L200 | 949 | 38,630 | SH | SOLE | 38,630 | 0 | 0 | ||
WELLS FARGO COMPANY | PERP PFD CNV A | 949746804 | 4,794 | 3,801 | SH | SOLE | 3,801 | 0 | 0 | ||
APOLLO SENIOR FLOATING RATE | COM | 037636107 | 209 | 14,507 | SH | SOLE | 14,507 | 0 | 0 | ||
BLACKROCK FLOATING RATE INCOME STRATEGIES FUND | COM | 09255X100 | 455 | 38,276 | SH | SOLE | 38,276 | 0 | 0 | ||
BLUEKNIGHT ENERGY PARTNERS | COM UNIT | 09625U109 | 1,206 | 1,048,265 | SH | SOLE | 1,048,265 | 0 | 0 | ||
CINEDIGM CORP | COM NEW | 172406209 | 446 | 781,872 | SH | SOLE | 781,872 | 0 | 0 | ||
CLEAR CHANNEL OUTDOOR HOLDINGS INC | CL A | 18451C109 | 2,345 | 451,871 | SH | SOLE | 451,871 | 0 | 0 | ||
COLONY CAPITAL | CL A COM | 19626G108 | 2,195 | 469,010 | SH | SOLE | 469,010 | 0 | 0 | ||
CUMULUS MEDIA INC | COM CLASS A | 231082801 | 4,341 | 394,666 | SH | SOLE | 394,666 | 0 | 0 | ||
CURO GROUP | COM | 23131L107 | 751 | 79,174 | SH | SOLE | 79,174 | 0 | 0 | ||
DASEKE | COM | 23753F107 | 362 | 98,325 | SH | SOLE | 98,325 | 0 | 0 | ||
EATON VANCE LIMITED DURATION INCOME FUND | COM | 27828H105 | 2,968 | 248,998 | SH | SOLE | 248,998 | 0 | 0 | ||
EATON VANCE SHORT DURATION DIVERSIFIED INC FUND | COM | 27828V104 | 232 | 18,602 | SH | SOLE | 18,602 | 0 | 0 | ||
EMMIS COMMUNICATIONS | COM NEW CL A | 291525400 | 3,429 | 1,069,861 | SH | SOLE | 1,069,861 | 0 | 0 | ||
FLY LEASING | 34407D109 | 34407D109 | 1,016 | 96,204 | SH | SOLE | 96,204 | 0 | 0 | ||
GABELLI GLOBAL UTILITY INCOME TRUST | COM SH BEN INT | 36242L105 | 278 | 17,271 | SH | SOLE | 17,271 | 0 | 0 | ||
GDL FUND | COM SH BEN IT | 361570104 | 1,404 | 153,142 | SH | SOLE | 153,142 | 0 | 0 | ||
GENESIS ENERGY L.P. | UNIT LTD PARTN | 371927104 | 379 | 20,500 | SH | SOLE | 20,500 | 0 | 0 | ||
GOLDMAN SACHS MLP ENERGY RENAISSANCE FUND | COM | 38148G107 | 983 | 224,001 | PRN | SOLE | 224,001 | 0 | 0 | ||
KAYNE ANDERSON MIDSTREAM/ENERGY FUND | COM | 48661E108 | 588 | 60,913 | PRN | SOLE | 60,913 | 0 | 0 | ||
KAYNE ANDERSON MLP INVESTMENT COMPANY | COM | 486606106 | 1,280 | 93,000 | PRN | SOLE | 93,000 | 0 | 0 | ||
NEVRO CORP | COM | 64157F103 | 541 | 13,900 | PRN | SOLE | 13,900 | 0 | 0 | ||
NII HOLDINGS | COM PAR | 62913F508 | 331 | 75,000 | PRN | SOLE | 75,000 | 0 | 0 | ||
NUVEEN CREDIT STRATEGIES INCOME FUND | COM SHS | 67073D102 | 2,551 | 344,705 | PRN | SOLE | 344,705 | 0 | 0 | ||
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUND | COM SHS | 6706EN100 | 417 | 46,255 | PRN | SOLE | 46,255 | 0 | 0 | ||
PIONEER FLOATING RATE TRUST | COM | 72369J102 | 470 | 47,798 | PRN | SOLE | 47,798 | 0 | 0 | ||
SALIENT MIDSTREAM MLP FUND | SH BEN INT | 79471V105 | 189 | 25,602 | PRN | SOLE | 25,602 | 0 | 0 | ||
URBAN ONE | CL D NON VTG | 91705J204 | 4,970 | 2,701,033 | PRN | SOLE | 2,701,033 | 0 | 0 | ||
USA COMPRESSION PARTNERS | COMUNIT LTDPAR | 90290N109 | 1,996 | 153,799 | PRN | SOLE | 153,799 | 0 | 0 | ||
WILLSCOT CORPORATION | COM | 971375126 | 850 | 90,198 | PRN | SOLE | 90,198 | 0 | 0 | ||
AMERICAN INTERNATIONAL GROUP | *W EXP 01/19/202 | 026874156 | 58 | 10,610 | PRN | SOLE | 10,610 | 0 | 0 | ||
HOSTESS BRANDS | *W EXP 11/04/202 | 44109J114 | 2,368 | 2,448,537 | PRN | SOLE | 2,448,537 | 0 | 0 | ||
DASEKE | *W EXP 02/27/202 | 23753F115 | 775 | 4,428,325 | PRN | SOLE | 4,428,325 | 0 | 0 | ||
NRC GROUP HOLDINGS | *W EXP 10/17/202 | 629375114 | 114 | 141,000 | PRN | SOLE | 141,000 | 0 | 0 | ||
AIR TRANSPORT SERVICES GROUP | NOTE 1.125 10/1 | 00922RAB1 | 30,672 | 32,033,000 | PRN | SOLE | 0 | 0 | 0 | ||
JOHNSON JOHNSON | SDCV 7/2 | 02261WAB5 | 2,937 | 1,655,000 | PRN | SOLE | 0 | 0 | 0 | ||
ARES CAPITAL CORPORATION | NOTE 3.750 2/0 | 04010LAT0 | 840 | 840,000 | PRN | SOLE | 0 | 0 | 0 | ||
ASCENT CAPITAL GROUP LLC | NOTE 4.000 7/1 | 043632AA6 | 7,071 | 8,468,000 | PRN | SOLE | 0 | 0 | 0 | ||
ATLAS AIR WORLDWIDE HOLDINGS | NOTE 1.875 6/0 | 049164BJ4 | 13,680 | 14,278,000 | PRN | SOLE | 0 | 0 | 0 | ||
AVID TECHNOLOGY | NOTE 2.000 6/1 | 05367PAB6 | 453 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
BIOMARIN PHARMACEUTICAL INC | NOTE 0.599 8/0 | 09061GAH4 | 33,275 | 33,255,000 | PRN | SOLE | 0 | 0 | 0 | ||
BRISTOW GROUP | NOTE 4.500 6/0 | 110394AF0 | 960 | 2,500,000 | PRN | SOLE | 0 | 0 | 0 | ||
CSG SYSTEMS INTERNATIONAL INC | NOTE 4.250 3/1 | 126349AF6 | 13,592 | 13,660,000 | PRN | SOLE | 0 | 0 | 0 | ||
CAESARS ENTERTAINMENT INC. | NOTE 5.000 10/0 | 127686AA1 | 13,228 | 10,625,000 | PRN | SOLE | 0 | 0 | 0 | ||
CITRIX SYSTEMS INC. | NOTE 0.500 4/1 | 177376AD2 | 4,051 | 2,852,000 | PRN | SOLE | 0 | 0 | 0 | ||
CLOVIS ONCOLOGY INC. | NOTE 2.500 9/1 | 189464AB6 | 6,647 | 7,820,000 | PRN | SOLE | 0 | 0 | 0 | ||
COLONY CAPITAL | NOTE 5.000 4/1 | 19624RAA4 | 4,398 | 4,963,000 | PRN | SOLE | 0 | 0 | 0 | ||
INVITATION HOMES | NOTE 3.500 1/1 | 19625XAB8 | 2,877 | 2,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
CORENERGY INFRASTRUCTURE TRUST | NOTE 7.000 6/1 | 21870UAA4 | 14,706 | 14,123,000 | PRN | SOLE | 0 | 0 | 0 | ||
CTRIP.COM INTERNATIONAL LTD | NOTE 1.990 7/0 | 22943FAH3 | 291 | 300,000 | PRN | SOLE | 0 | 0 | 0 | ||
CYPRESS SEMI | NOTE 4.500 1/1 | 232806AM1 | 1,299 | 1,100,000 | PRN | SOLE | 0 | 0 | 0 | ||
ASSERTIO THERAPEUTICS | NOTE 2.500 9/0 | 249908AA2 | 2,822 | 4,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
DYCOM INDUSTRIES INC | NOTE 0.750 9/1 | 267475AB7 | 16,431 | 17,668,000 | PRN | SOLE | 0 | 0 | 0 | ||
FLEXION THERAPEUTICS | NOTE 3.375 5/0 | 33938JAB2 | 18,081 | 22,288,000 | PRN | SOLE | 0 | 0 | 0 | ||
GSV CAPITAL CORP. | NOTE 4.750 3/2 | 36191JAC5 | 645 | 750,000 | PRN | SOLE | 0 | 0 | 0 | ||
GREENBRIER COMPANIES | NOTE 2.875 2/0 | 393657AK7 | 35,075 | 35,564,000 | PRN | SOLE | 0 | 0 | 0 | ||
HARMONIC INC | NOTE 4.000 12/0 | 413160AB8 | 9,649 | 9,072,000 | PRN | SOLE | 0 | 0 | 0 | ||
HELIX ENERGY SOLUTIONS GROUP | NOTE 4.125 9/1 | 42330PAJ6 | 686 | 740,000 | PRN | SOLE | 0 | 0 | 0 | ||
ILLUMINA INC. | NOTE 0.500 6/1 | 452327AH2 | 23,327 | 17,765,000 | PRN | SOLE | 0 | 0 | 0 | ||
INSMED | NOTE 1.750 1/1 | 457669AA7 | 11,917 | 16,601,000 | PRN | SOLE | 0 | 0 | 0 | ||
INTERDIGITAL INC | NOTE 1.500 3/0 | 458660AD9 | 61,789 | 58,740,000 | PRN | SOLE | 0 | 0 | 0 | ||
JAZZ INVESTMENTS | NOTE 1.500 8/1 | 472145AD3 | 26,859 | 29,720,000 | PRN | SOLE | 0 | 0 | 0 | ||
KAMAN CORPORATION | NOTE 3.250 5/0 | 483548AF0 | 52,271 | 49,023,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA | DEB 3.750 2/1 | 530715AL5 | 831 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA | NOTE 1.375 10/1 | 531229AB8 | 72,384 | 67,611,000 | PRN | SOLE | 0 | 0 | 0 | ||
LIBERTY MEDIA CORPORATION | NOTE 1.000 1/3 | 531229AF9 | 1,960 | 1,895,000 | PRN | SOLE | 0 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE | NOTE 2.875 7/1 | 55608BAA3 | 5,473 | 5,519,000 | PRN | SOLE | 0 | 0 | 0 | ||
MACQUARIE INFRASTRUCTURE | NOTE 2.000 10/0 | 55608BAB1 | 870 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
MERITOR | NOTE 3.250 10/1 | 59001KAF7 | 177 | 200,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625 2/1 | 595017AD6 | 1,413 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICROCHIP TECHNOLOGY INC | NOTE 1.625 2/1 | 595017AF1 | 31,630 | 32,455,000 | PRN | SOLE | 0 | 0 | 0 | ||
MICRON TECHNOLOGY INC | NOTE 3.000 11/1 | 595112AY9 | 15,096 | 13,600,000 | PRN | SOLE | 0 | 0 | 0 | ||
STEEL CONNECT | NOTE 5.250 3/0 | 60786LAB3 | 697 | 700,000 | PRN | SOLE | 0 | 0 | 0 | ||
NANTHEALTH | NOTE 5.500 12/1 | 630104AB3 | 6,642 | 11,070,000 | PRN | SOLE | 0 | 0 | 0 | ||
NATIONAL HEALTH INVESTORS INC. | NOTE 3.250 4/0 | 63633DAE4 | 20,355 | 18,307,000 | PRN | SOLE | 0 | 0 | 0 | ||
OSI SYSTEMS | NOTE 1.250 9/0 | 671044AD7 | 6,493 | 7,010,000 | PRN | SOLE | 0 | 0 | 0 | ||
OASIS PETROLEUM | 674215AJ7 | 674215AJ7 | 19,037 | 21,360,000 | PRN | SOLE | 0 | 0 | 0 | ||
ON SEMICONDUCTOR CORP | NOTE 1.625 10/1 | 682189AP0 | 9,459 | 8,800,000 | PRN | SOLE | 0 | 0 | 0 | ||
PDC ENERGY INC | NOTE 1.125 9/1 | 69327RAD3 | 445 | 500,000 | PRN | SOLE | 0 | 0 | 0 | ||
PERNIX THERAPEUTICS HOLDINGS | DBCV 4.250 4/0 | 71426VAK4 | 300 | 2,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
PRA GROUP INC. | NOTE 3.000 8/0 | 73640QAB1 | 1,142 | 1,233,000 | PRN | SOLE | 0 | 0 | 0 | ||
BOOKING HOLDINGS | NOTE 0.900 9/1 | 741503AX4 | 68,164 | 61,584,000 | PRN | SOLE | 0 | 0 | 0 | ||
PROSPECT CAPITAL CORPORATION | NOTE 4.950 7/1 | 74348TAR3 | 676 | 700,000 | PRN | SOLE | 0 | 0 | 0 | ||
REDWOOD TRUST INC | NOTE 5.625 11/1 | 749772AB5 | 889 | 880,000 | PRN | SOLE | 0 | 0 | 0 | ||
READY CAPITAL | 7 CN SR NT 2023 | 75574U200 | 1,149 | 46,500 | PRN | SOLE | 0 | 0 | 0 | ||
REDFIN | NOTE 1.750 7/1 | 75737FAA6 | 4,287 | 5,330,000 | PRN | SOLE | 0 | 0 | 0 | ||
RH | DBCV 7/1 | 761283AC4 | 22,541 | 19,275,000 | PRN | SOLE | 0 | 0 | 0 | ||
ROVI CORPORATION | NOTE 0.500 3/0 | 779376AD4 | 987 | 1,038,000 | PRN | SOLE | 0 | 0 | 0 | ||
SEACOR HOLDING INC | NOTE 3.000 11/1 | 81170YAB5 | 1,399 | 1,525,000 | PRN | SOLE | 0 | 0 | 0 | ||
SERVICENOW INC. | NOTE 6/0 | 81762PAC6 | 39,909 | 28,405,000 | PRN | SOLE | 0 | 0 | 0 | ||
SILICON LABORATORIES | NOTE 1.375 3/0 | 826919AB8 | 10,702 | 10,090,000 | PRN | SOLE | 0 | 0 | 0 | ||
BLACKROCK TCP CAPITAL | NOTE 4.625 3/0 | 87238QAD5 | 659 | 675,000 | PRN | SOLE | 0 | 0 | 0 | ||
TPG SPECIALTY LENDING INC. | NOTE 4.500 8/0 | 87265KAD4 | 856 | 870,000 | PRN | SOLE | 0 | 0 | 0 | ||
TEAM | NOTE 5.000 8/0 | 878155AE0 | 11,113 | 11,120,000 | PRN | SOLE | 0 | 0 | 0 | ||
TEVA PHARM | DBCV 0.250 2/0 | 88163VAE9 | 2,270 | 2,503,000 | PRN | SOLE | 0 | 0 | 0 | ||
THERAVANCE BIOPHARMA | NOTE 3.250 11/0 | 88339KAA0 | 18,539 | 18,010,000 | PRN | SOLE | 0 | 0 | 0 | ||
NOTE 0.250 9/1 | 90184LAB8 | 971 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | |||
II-VI | NOTE 0.250 9/0 | 902104AB4 | 11,622 | 12,035,000 | PRN | SOLE | 0 | 0 | 0 | ||
VITAMIN SHOPPE INC | NOTE 2.250 12/0 | 92849EAB7 | 3,524 | 4,027,000 | PRN | SOLE | 0 | 0 | 0 | ||
WEATHERFORD INTERNATIONAL LIMITED | NOTE 5.875 7/0 | 947075AH0 | 797 | 1,250,000 | PRN | SOLE | 0 | 0 | 0 | ||
WHITING PETROLEUM CORPORATION | NOTE 1.250 4/0 | 966387AL6 | 949 | 1,000,000 | PRN | SOLE | 0 | 0 | 0 | ||
WORKDAY INC | NOTE 0.250 10/0 | 98138HAF8 | 51,122 | 41,499,000 | PRN | SOLE | 0 | 0 | 0 | ||
ZILLOW | NOTE 2.000 12/0 | 98954MAB7 | 2,170 | 2,210,000 | PRN | SOLE | 0 | 0 | 0 | ||
ZILLOW GROUP INC | NOTE 1.500 7/0 | 98954MAC5 | 7,499 | 8,650,000 | PRN | SOLE | 0 | 0 | 0 | ||
SHIP FINANCE INTERNATIONAL | NOTE 5.750 10/1 | G81075AF3 | 9,420 | 10,045,000 | PRN | SOLE | 0 | 0 | 0 |