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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
OMB APPROVAL
OMB Number: 3235-0006
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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 526 34,500 SH   SOLE   34,500 0 0
Ares Capital Corporation CONVRT BOND 04010LAD5 39,655 39,439,000 PRN   SOLE   32,884,000 0 6,555,000
Ares Capital Corporation CONVRT BOND 04010LAG8 14,881 14,622,000 PRN   SOLE   13,942,000 0 680,000
Ares Capital Corporation CONVRT BOND 04010LAJ2 27,942 27,468,000 PRN   SOLE   22,913,000 0 4,555,000
Ares Capital Corporation CONVRT BOND 04010LAM5 38,186 37,685,000 PRN   SOLE   25,565,000 0 12,120,000
BlackRock Capital Invesments CONVRT BOND 092533AB4 22,210 21,600,000 PRN   SOLE   11,311,000 0 10,289,000
BlackRock Capital Invesments COMMON 092533108 261 27,700 SH   SOLE   27,700 0 0
Fifth Street Finance Corporation CONVRT BOND 31679BAC4 47,740 47,740,000 PRN   SOLE   39,705,000 0 8,035,000
Fifth Street Finance Corporation COMMON 31678A103 128 25,400 SH   SOLE   25,400 0 0
Golub Capital BDC Inc COMMON 38173M102 215 12,400 SH   SOLE   12,400 0 0
Horizon Technology Finance COMMON 44045A102 132 11,400 SH   SOLE   11,400 0 0
Hercules Capital, Inc. COMMON 427096508 161 13,400 SH   SOLE   13,400 0 0
Iconix Brand Group, Inc. CONVRT BOND 451055AE7 65,352 65,988,000 PRN   SOLE   58,678,000 0 7,310,000
Iconix Brand Group, Inc. COMMON 451055107 175 21,700 SH   SOLE   21,700 0 0
New Mountain Finance Corporation CONVRT BOND 647551AB6 33,737 34,734,000 PRN   SOLE   20,534,000 0 14,200,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAD4 72,322 71,817,000 PRN   SOLE   46,465,000 0 25,352,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAK8 27,623 28,311,000 PRN   SOLE   21,366,000 0 6,945,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAL6 23,995 24,667,000 PRN   SOLE   15,988,000 0 8,679,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAM4 40,864 43,688,000 PRN   SOLE   24,012,000 0 19,676,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAQ5 10,354 11,740,000 PRN   SOLE   3,920,000 0 7,820,000
PROSPECT CAPITAL CORP COMMON 74348T102 174 24,000 SH   SOLE   24,000 0 0
Rovi Corporation CONVRT BOND 779376AD4 1,150 1,204,000 PRN   SOLE   1,204,000 0 0
Shutterfly, Inc. CONVRT BOND 82568PAB2 2,127 2,130,000 PRN   SOLE   1,830,000 0 300,000
Solar Capital Ltd COMMON 83413U100 257 14,900 SH   SOLE   14,900 0 0
iStar Financial Inc. CONVRT BOND 45031UBR1 1,024 1,000,000 PRN   SOLE   800,000 0 200,000
Firsthand Technology Value Fund, Inc. COMMON 33766Y100 344 45,844 SH   SOLE   45,844 0 0
TCP Capital Corp CONVRT BOND 87238QAB9 29,322 29,800,000 PRN   SOLE   18,270,000 0 11,530,000
TICC Capital Corporation CONVRT BOND 87244TAB5 24,857 25,098,000 PRN   SOLE   15,910,000 0 9,188,000
Toll Brothers CONVRT BOND 88947EAM2 1,955 2,000,000 PRN   SOLE   1,950,000 0 50,000
TPG Specialty Lending, Inc. CONVRT BOND 87265KAB8 16,482 16,710,000 PRN   SOLE   10,500,000 0 6,210,000
Crossroads Capital, Inc. COMMON 227656105 401 153,200 SH   SOLE   153,200 0 0