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 | 128 | 10,500 | SH | SOLE | 10,500 | 0 | 0 | ||
| American Capital Ltd. | COMMON | 02503Y103 | 546 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAG8 | 14,979 | 14,622,000 | PRN | SOLE | 13,942,000 | 0 | 680,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAJ2 | 16,084 | 15,468,000 | PRN | SOLE | 12,903,000 | 0 | 2,565,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 39,216 | 37,685,000 | PRN | SOLE | 25,565,000 | 0 | 12,120,000 | ||
| BlackRock Capital investment Corp | CONVRT BOND | 092533AB4 | 28,491 | 27,744,000 | PRN | SOLE | 16,465,000 | 0 | 11,279,000 | ||
| BlackRock Capital investment Corp | COMMON | 092533108 | 216 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
| Chart Industries, Inc. | CONVRT BOND | 16115QAC4 | 198 | 212,000 | PRN | SOLE | 172,000 | 0 | 40,000 | ||
| CIENA CORP | CONVRT BOND | 171779AE1 | 993 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Crossroads Capital, Inc. | COMMON | 227656105 | 434 | 210,891 | SH | SOLE | 210,891 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 123 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 341 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| Horizon Technology Finance | COMMON | 44045A102 | 139 | 11,400 | SH | SOLE | 11,400 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 147 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Meritage Homes Corporation | CONVRT BOND | 59001AAR3 | 2,000 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 34,502 | 34,734,000 | PRN | SOLE | 20,534,000 | 0 | 14,200,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 4,368 | 4,335,000 | PRN | SOLE | 4,325,000 | 0 | 10,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAD4 | 76,155 | 75,817,000 | PRN | SOLE | 49,535,000 | 0 | 26,282,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 28,791 | 28,311,000 | PRN | SOLE | 21,366,000 | 0 | 6,945,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAL6 | 29,970 | 29,667,000 | PRN | SOLE | 19,818,000 | 0 | 9,849,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 43,580 | 43,688,000 | PRN | SOLE | 24,012,000 | 0 | 19,676,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 11,130 | 11,740,000 | PRN | SOLE | 3,920,000 | 0 | 7,820,000 | ||
| PROSPECT CAPITAL CORP | COMMON | 74348T102 | 188 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| Rovi Corporation | CONVRT BOND | 779376AD4 | 1,142 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| Shutterfly, Inc. | CONVRT BOND | 82568PAB2 | 2,117 | 2,130,000 | PRN | SOLE | 1,830,000 | 0 | 300,000 | ||
| Solar Capital Ltd | COMMON | 83413U100 | 284 | 14,900 | SH | SOLE | 14,900 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 30,718 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TICC Capital Corporation | CONVRT BOND | 87244TAB5 | 25,259 | 25,098,000 | PRN | SOLE | 15,910,000 | 0 | 9,188,000 | ||
| Toll Brothers Finance Corp | CONVRT BOND | 88947EAM2 | 1,959 | 2,000,000 | PRN | SOLE | 1,950,000 | 0 | 50,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 16,934 | 16,710,000 | PRN | SOLE | 10,500,000 | 0 | 6,210,000 | ||