The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 |
| Alcentra Capital Corp | COMMON | 01374T102 | 122 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
| American Capital Ltd. | COMMON | 02503Y103 | 476 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
| Apollo Investment Corp | CONVRT BOND | 03761UAE6 | 58,405 | 58,394,000 | PRN | SOLE | 37,579,000 | 0 | 20,815,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAB9 | 79,777 | 79,758,000 | PRN | SOLE | 62,598,000 | 0 | 17,160,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAD5 | 41,787 | 41,704,000 | PRN | SOLE | 34,539,000 | 0 | 7,165,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAG8 | 9,707 | 9,622,000 | PRN | SOLE | 9,102,000 | 0 | 520,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAJ2 | 17,821 | 17,793,000 | PRN | SOLE | 14,623,000 | 0 | 3,170,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 22,334 | 22,435,000 | PRN | SOLE | 15,805,000 | 0 | 6,630,000 | ||
| BlackRock Kelso Capital Corp | COMMON | 092533108 | 260 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
| BlackRock Kelso Capital Corp | CONVRT BOND | 092533AB4 | 21,236 | 20,600,000 | PRN | SOLE | 10,441,000 | 0 | 10,159,000 | ||
| Cemex S.A.B. De C.V. | CONVRT BOND | 151290BB8 | 33,826 | 33,941,000 | PRN | SOLE | 31,761,000 | 0 | 2,180,000 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 162 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Fifth Street Finance Corporation | CONVRT BOND | 31679BAC4 | 41,477 | 41,390,000 | PRN | SOLE | 34,135,000 | 0 | 7,255,000 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 375 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| Golub Capital BDC Inc | COMMON | 38173M102 | 206 | 12,400 | SH | SOLE | 12,400 | 0 | 0 | ||
| Hercules Technology Growth Capital, Inc. | COMMON | 427096508 | 163 | 13,400 | SH | SOLE | 13,400 | 0 | 0 | ||
| Horizon Technology Finance | COMMON | 44045A102 | 134 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 148 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AE7 | 6,658 | 7,500,000 | PRN | SOLE | 6,760,000 | 0 | 740,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 31,308 | 32,040,000 | PRN | SOLE | 18,340,000 | 0 | 13,700,000 | ||
| PROSPECT CAPITAL CORP | COMMON | 74348T102 | 168 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAD4 | 70,833 | 70,317,000 | PRN | SOLE | 45,115,000 | 0 | 25,202,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 21,306 | 21,488,000 | PRN | SOLE | 15,193,000 | 0 | 6,295,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAL6 | 24,159 | 24,667,000 | PRN | SOLE | 15,988,000 | 0 | 8,679,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 29,384 | 30,688,000 | PRN | SOLE | 15,282,000 | 0 | 15,406,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 10,253 | 11,740,000 | PRN | SOLE | 3,920,000 | 0 | 7,820,000 | ||
| Solar Capital Ltd | COMMON | 83413U100 | 245 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 27,999 | 28,300,000 | PRN | SOLE | 17,950,000 | 0 | 10,350,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 16,532 | 16,710,000 | PRN | SOLE | 10,500,000 | 0 | 6,210,000 | ||