The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information 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 1COLUMN 2COLUMN 3COLUMN 4COLUMN 5COLUMN 6COLUMN 7COLUMN 8
VALUESHRS ORSH/PUT/INVESTMENTOTHERVOTING AUTHORITY
NAME OF ISSUERTITLE OF CLASSCUSIP(x$1000)PRN AMTPRNCALLDISCRETIONMANAGERSOLESHAREDNONE
BANK OF AMERICA7.25 CNV PFD L0605056821,098875SH SOLE 87500
EL PASO ENERGY CAPITAL TRUSTPFD CV TR SECS2836782092355,616SH SOLE 5,61600
RLJ LODGING TRUSTCUM CONV PFD A74965L20094938,630SH SOLE 38,63000
WELLS FARGO COMPANYPERP PFD CNV A9497468044,7943,801SH SOLE 3,80100
APOLLO SENIOR FLOATING RATECOM03763610720914,507SH SOLE 14,50700
BLACKROCK FLOATING RATE INCOME STRATEGIES FUNDCOM09255X10045538,276SH SOLE 38,27600
BLUEKNIGHT ENERGY PARTNERSCOM UNIT09625U1091,2061,048,265SH SOLE 1,048,26500
CINEDIGM CORPCOM NEW172406209446781,872SH SOLE 781,87200
CLEAR CHANNEL OUTDOOR HOLDINGS INCCL A18451C1092,345451,871SH SOLE 451,87100
COLONY CAPITALCL A COM19626G1082,195469,010SH SOLE 469,01000
CUMULUS MEDIA INCCOM CLASS A2310828014,341394,666SH SOLE 394,66600
CURO GROUPCOM23131L10775179,174SH SOLE 79,17400
DASEKECOM23753F10736298,325SH SOLE 98,32500
EATON VANCE LIMITED DURATION INCOME FUNDCOM27828H1052,968248,998SH SOLE 248,99800
EATON VANCE SHORT DURATION DIVERSIFIED INC FUNDCOM27828V10423218,602SH SOLE 18,60200
EMMIS COMMUNICATIONSCOM NEW CL A2915254003,4291,069,861SH SOLE 1,069,86100
FLY LEASING34407D10934407D1091,01696,204SH SOLE 96,20400
GABELLI GLOBAL UTILITY INCOME TRUSTCOM SH BEN INT36242L10527817,271SH SOLE 17,27100
GDL FUNDCOM SH BEN IT3615701041,404153,142SH SOLE 153,14200
GENESIS ENERGY L.P.UNIT LTD PARTN37192710437920,500SH SOLE 20,50000
GOLDMAN SACHS MLP ENERGY RENAISSANCE FUNDCOM38148G107983224,001PRN SOLE 224,00100
KAYNE ANDERSON MIDSTREAM/ENERGY FUNDCOM48661E10858860,913PRN SOLE 60,91300
KAYNE ANDERSON MLP INVESTMENT COMPANYCOM4866061061,28093,000PRN SOLE 93,00000
NEVRO CORPCOM64157F10354113,900PRN SOLE 13,90000
NII HOLDINGSCOM PAR62913F50833175,000PRN SOLE 75,00000
NUVEEN CREDIT STRATEGIES INCOME FUNDCOM SHS67073D1022,551344,705PRN SOLE 344,70500
NUVEEN FLOATING RATE INCOME OPPORTUNITY FUNDCOM SHS6706EN10041746,255PRN SOLE 46,25500
PIONEER FLOATING RATE TRUSTCOM72369J10247047,798PRN SOLE 47,79800
SALIENT MIDSTREAM MLP FUNDSH BEN INT79471V10518925,602PRN SOLE 25,60200
URBAN ONECL D NON VTG91705J2044,9702,701,033PRN SOLE 2,701,03300
USA COMPRESSION PARTNERSCOMUNIT LTDPAR90290N1091,996153,799PRN SOLE 153,79900
WILLSCOT CORPORATIONCOM97137512685090,198PRN SOLE 90,19800
AMERICAN INTERNATIONAL GROUP*W EXP 01/19/2020268741565810,610PRN SOLE 10,61000
HOSTESS BRANDS*W EXP 11/04/20244109J1142,3682,448,537PRN SOLE 2,448,53700
DASEKE*W EXP 02/27/20223753F1157754,428,325PRN SOLE 4,428,32500
NRC GROUP HOLDINGS*W EXP 10/17/202629375114114141,000PRN SOLE 141,00000
AIR TRANSPORT SERVICES GROUPNOTE 1.125 10/100922RAB130,67232,033,000PRN SOLE 000
JOHNSON JOHNSONSDCV 7/202261WAB52,9371,655,000PRN SOLE 000
ARES CAPITAL CORPORATIONNOTE 3.750 2/004010LAT0840840,000PRN SOLE 000
ASCENT CAPITAL GROUP LLCNOTE 4.000 7/1043632AA67,0718,468,000PRN SOLE 000
ATLAS AIR WORLDWIDE HOLDINGSNOTE 1.875 6/0049164BJ413,68014,278,000PRN SOLE 000
AVID TECHNOLOGYNOTE 2.000 6/105367PAB6453500,000PRN SOLE 000
BIOMARIN PHARMACEUTICAL INCNOTE 0.599 8/009061GAH433,27533,255,000PRN SOLE 000
BRISTOW GROUPNOTE 4.500 6/0110394AF09602,500,000PRN SOLE 000
CSG SYSTEMS INTERNATIONAL INCNOTE 4.250 3/1126349AF613,59213,660,000PRN SOLE 000
CAESARS ENTERTAINMENT INC.NOTE 5.000 10/0127686AA113,22810,625,000PRN SOLE 000
CITRIX SYSTEMS INC.NOTE 0.500 4/1177376AD24,0512,852,000PRN SOLE 000
CLOVIS ONCOLOGY INC.NOTE 2.500 9/1189464AB66,6477,820,000PRN SOLE 000
COLONY CAPITALNOTE 5.000 4/119624RAA44,3984,963,000PRN SOLE 000
INVITATION HOMESNOTE 3.500 1/119625XAB82,8772,800,000PRN SOLE 000
CORENERGY INFRASTRUCTURE TRUSTNOTE 7.000 6/121870UAA414,70614,123,000PRN SOLE 000
CTRIP.COM INTERNATIONAL LTDNOTE 1.990 7/022943FAH3291300,000PRN SOLE 000
CYPRESS SEMINOTE 4.500 1/1232806AM11,2991,100,000PRN SOLE 000
ASSERTIO THERAPEUTICSNOTE 2.500 9/0249908AA22,8224,000,000PRN SOLE 000
DYCOM INDUSTRIES INCNOTE 0.750 9/1267475AB716,43117,668,000PRN SOLE 000
FLEXION THERAPEUTICSNOTE 3.375 5/033938JAB218,08122,288,000PRN SOLE 000
GSV CAPITAL CORP.NOTE 4.750 3/236191JAC5645750,000PRN SOLE 000
GREENBRIER COMPANIESNOTE 2.875 2/0393657AK735,07535,564,000PRN SOLE 000
HARMONIC INCNOTE 4.000 12/0413160AB89,6499,072,000PRN SOLE 000
HELIX ENERGY SOLUTIONS GROUPNOTE 4.125 9/142330PAJ6686740,000PRN SOLE 000
ILLUMINA INC.NOTE 0.500 6/1452327AH223,32717,765,000PRN SOLE 000
INSMEDNOTE 1.750 1/1457669AA711,91716,601,000PRN SOLE 000
INTERDIGITAL INCNOTE 1.500 3/0458660AD961,78958,740,000PRN SOLE 000
JAZZ INVESTMENTSNOTE 1.500 8/1472145AD326,85929,720,000PRN SOLE 000
KAMAN CORPORATIONNOTE 3.250 5/0483548AF052,27149,023,000PRN SOLE 000
LIBERTY MEDIADEB 3.750 2/1530715AL58311,250,000PRN SOLE 000
LIBERTY MEDIANOTE 1.375 10/1531229AB872,38467,611,000PRN SOLE 000
LIBERTY MEDIA CORPORATIONNOTE 1.000 1/3531229AF91,9601,895,000PRN SOLE 000
MACQUARIE INFRASTRUCTURENOTE 2.875 7/155608BAA35,4735,519,000PRN SOLE 000
MACQUARIE INFRASTRUCTURENOTE 2.000 10/055608BAB18701,000,000PRN SOLE 000
MERITORNOTE 3.250 10/159001KAF7177200,000PRN SOLE 000
MICROCHIP TECHNOLOGY INCNOTE 1.625 2/1595017AD61,4131,000,000PRN SOLE 000
MICROCHIP TECHNOLOGY INCNOTE 1.625 2/1595017AF131,63032,455,000PRN SOLE 000
MICRON TECHNOLOGY INCNOTE 3.000 11/1595112AY915,09613,600,000PRN SOLE 000
STEEL CONNECTNOTE 5.250 3/060786LAB3697700,000PRN SOLE 000
NANTHEALTHNOTE 5.500 12/1630104AB36,64211,070,000PRN SOLE 000
NATIONAL HEALTH INVESTORS INC.NOTE 3.250 4/063633DAE420,35518,307,000PRN SOLE 000
OSI SYSTEMSNOTE 1.250 9/0671044AD76,4937,010,000PRN SOLE 000
OASIS PETROLEUM674215AJ7674215AJ719,03721,360,000PRN SOLE 000
ON SEMICONDUCTOR CORPNOTE 1.625 10/1682189AP09,4598,800,000PRN SOLE 000
PDC ENERGY INCNOTE 1.125 9/169327RAD3445500,000PRN SOLE 000
PERNIX THERAPEUTICS HOLDINGSDBCV 4.250 4/071426VAK43002,000,000PRN SOLE 000
PRA GROUP INC.NOTE 3.000 8/073640QAB11,1421,233,000PRN SOLE 000
BOOKING HOLDINGSNOTE 0.900 9/1741503AX468,16461,584,000PRN SOLE 000
PROSPECT CAPITAL CORPORATIONNOTE 4.950 7/174348TAR3676700,000PRN SOLE 000
REDWOOD TRUST INCNOTE 5.625 11/1749772AB5889880,000PRN SOLE 000
READY CAPITAL7 CN SR NT 202375574U2001,14946,500PRN SOLE 000
REDFINNOTE 1.750 7/175737FAA64,2875,330,000PRN SOLE 000
RHDBCV 7/1761283AC422,54119,275,000PRN SOLE 000
ROVI CORPORATIONNOTE 0.500 3/0779376AD49871,038,000PRN SOLE 000
SEACOR HOLDING INCNOTE 3.000 11/181170YAB51,3991,525,000PRN SOLE 000
SERVICENOW INC.NOTE 6/081762PAC639,90928,405,000PRN SOLE 000
SILICON LABORATORIESNOTE 1.375 3/0826919AB810,70210,090,000PRN SOLE 000
BLACKROCK TCP CAPITALNOTE 4.625 3/087238QAD5659675,000PRN SOLE 000
TPG SPECIALTY LENDING INC.NOTE 4.500 8/087265KAD4856870,000PRN SOLE 000
TEAMNOTE 5.000 8/0878155AE011,11311,120,000PRN SOLE 000
TEVA PHARMDBCV 0.250 2/088163VAE92,2702,503,000PRN SOLE 000
THERAVANCE BIOPHARMANOTE 3.250 11/088339KAA018,53918,010,000PRN SOLE 000
TWITTERNOTE 0.250 9/190184LAB89711,000,000PRN SOLE 000
II-VINOTE 0.250 9/0902104AB411,62212,035,000PRN SOLE 000
VITAMIN SHOPPE INCNOTE 2.250 12/092849EAB73,5244,027,000PRN SOLE 000
WEATHERFORD INTERNATIONAL LIMITEDNOTE 5.875 7/0947075AH07971,250,000PRN SOLE 000
WHITING PETROLEUM CORPORATIONNOTE 1.250 4/0966387AL69491,000,000PRN SOLE 000
WORKDAY INCNOTE 0.250 10/098138HAF851,12241,499,000PRN SOLE 000
ZILLOWNOTE 2.000 12/098954MAB72,1702,210,000PRN SOLE 000
ZILLOW GROUP INCNOTE 1.500 7/098954MAC57,4998,650,000PRN SOLE 000
SHIP FINANCE INTERNATIONALNOTE 5.750 10/1G81075AF39,42010,045,000PRN SOLE 000