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 |
|
||||||||||||||||
| 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 | PRN | SOLE | 10,500 | 0 | 0 | ||
| American Capital Ltd. | COMMON | 02503Y103 | 420 | 34,500 | PRN | SOLE | 34,500 | 0 | 0 | ||
| Apollo Investment Corp | CONVRT BOND | 03761UAE6 | 38,177 | 37,755,000 | PRN | SOLE | 21,230,000 | 0 | 16,525,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAB9 | 51,465 | 50,995,000 | PRN | SOLE | 37,145,000 | 0 | 13,850,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAD5 | 8,716 | 8,604,000 | PRN | SOLE | 7,109,000 | 0 | 1,495,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAG8 | 9,898 | 9,622,000 | PRN | SOLE | 9,102,000 | 0 | 520,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAJ2 | 11,677 | 11,343,000 | PRN | SOLE | 8,173,000 | 0 | 3,170,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 22,931 | 22,260,000 | PRN | SOLE | 15,670,000 | 0 | 6,590,000 | ||
| BlackRock Kelso Capital Corp | COMMON | 092533108 | 245 | 27,700 | PRN | SOLE | 27,700 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 157 | 25,400 | PRN | SOLE | 25,400 | 0 | 0 | ||
| Fifth Street Finance Corporation | CONVRT BOND | 31679BAC4 | 28,534 | 28,120,000 | PRN | SOLE | 23,325,000 | 0 | 4,795,000 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 390 | 45,844 | PRN | SOLE | 45,844 | 0 | 0 | ||
| Golub Capital BDC Inc | COMMON | 38173M102 | 198 | 12,400 | PRN | SOLE | 12,400 | 0 | 0 | ||
| Hercules Technology Growth Capital, Inc. | COMMON | 427096508 | 135 | 13,400 | PRN | SOLE | 13,400 | 0 | 0 | ||
| Horizon Technology Finance | COMMON | 44045A102 | 103 | 11,400 | PRN | SOLE | 11,400 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 293 | 21,700 | PRN | SOLE | 21,700 | 0 | 0 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AE7 | 7,107 | 7,500,000 | PRN | SOLE | 6,760,000 | 0 | 740,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 27,923 | 28,300,000 | PRN | SOLE | 15,440,000 | 0 | 12,860,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 1,010 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | COMMON | 74348T102 | 171 | 24,000 | PRN | SOLE | 24,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAC6 | 6,673 | 6,620,000 | PRN | SOLE | 5,750,000 | 0 | 870,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAD4 | 62,326 | 61,205,000 | PRN | SOLE | 38,495,000 | 0 | 22,710,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 16,516 | 16,488,000 | PRN | SOLE | 10,193,000 | 0 | 6,295,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAL6 | 19,295 | 19,667,000 | PRN | SOLE | 11,818,000 | 0 | 7,849,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 22,733 | 23,434,000 | PRN | SOLE | 11,598,000 | 0 | 11,836,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 10,675 | 11,740,000 | PRN | SOLE | 3,920,000 | 0 | 7,820,000 | ||
| Solar Capital Ltd | COMMON | 83413U100 | 236 | 14,900 | PRN | SOLE | 14,900 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 23,671 | 23,800,000 | PRN | SOLE | 17,360,000 | 0 | 6,440,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 16,407 | 16,710,000 | PRN | SOLE | 10,500,000 | 0 | 6,210,000 | ||