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 |
| Apollo Investment Corp | CONVRT BOND | 03761UAE6 | 29,051 | 28,290,000 | PRN | SOLE | 13,015,000 | 0 | 15,275,000 | ||
| Ares Capital Corp | COMMON | 04010L103 | 197 | 11,500 | SH | Put | SOLE | 11,500 | 0 | 0 | |
| Ares Capital Corp | CONVRT BOND | 04010LAB9 | 32,476 | 31,410,000 | PRN | SOLE | 25,200,000 | 0 | 6,210,000 | ||
| Ares Capital Corp | CONVRT BOND | 04010LAD5 | 7,976 | 7,667,000 | PRN | SOLE | 3,492,000 | 0 | 4,175,000 | ||
| Ares Capital Corp | CONVRT BOND | 04010LAG8 | 10,029 | 9,622,000 | PRN | SOLE | 9,102,000 | 0 | 520,000 | ||
| Ares Capital Corp | CONVRT BOND | 04010LAJ2 | 2,761 | 2,639,000 | PRN | SOLE | 2,639,000 | 0 | 0 | ||
| Ares Capital Corp | CONVRT BOND | 04010LAM5 | 23,186 | 22,260,000 | PRN | SOLE | 15,670,000 | 0 | 6,590,000 | ||
| FS Investment Corp | COMMON | 302635107 | 101 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| Fifth Street Finance Corp | CONVRT BOND | 31679BAC4 | 23,987 | 23,445,000 | PRN | SOLE | 19,130,000 | 0 | 4,315,000 | ||
| iShares 20+ Year Treasury Bond | COMMON | 464287432 | 1,307 | 10,000 | SH | Put | SOLE | 10,000 | 0 | 0 | |
| Nuance Communications Inc | CONVRT BOND | 67020YAF7 | 1,985 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| PowerShares Senior Loan Portfo | COMMON | 73936Q769 | 1,205 | 50,000 | SH | Put | SOLE | 50,000 | 0 | 0 | |
| Prospect Capital Corp | CONVRT BOND | 74348TAC6 | 15,164 | 14,710,000 | PRN | SOLE | 12,790,000 | 0 | 1,920,000 | ||
| Prospect Capital Corp | CONVRT BOND | 74348TAD4 | 62,296 | 60,595,000 | PRN | SOLE | 38,105,000 | 0 | 22,490,000 | ||
| Prospect Capital Corp | CONVRT BOND | 74348TAK8 | 16,787 | 16,488,000 | PRN | SOLE | 10,193,000 | 0 | 6,295,000 | ||
| Prospect Capital Corp | CONVRT BOND | 74348TAL6 | 16,292 | 15,929,000 | PRN | SOLE | 8,930,000 | 0 | 6,999,000 | ||
| Prospect Capital Corp | CONVRT BOND | 74348TAM4 | 17,018 | 16,726,000 | PRN | SOLE | 5,690,000 | 0 | 11,036,000 | ||
| SPDR S&P 500 ETF Trust | COMMON | 78462F103 | 4,129 | 20,000 | SH | Put | SOLE | 20,000 | 0 | 0 | |