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 |
| American Capital Ltd. | COMMON | 02503Y103 | 583 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAG8 | 14,838 | 14,622,000 | PRN | SOLE | 13,942,000 | 0 | 680,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAJ2 | 18,755 | 18,101,000 | PRN | SOLE | 14,606,000 | 0 | 3,495,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 34,188 | 32,685,000 | PRN | SOLE | 20,565,000 | 0 | 12,120,000 | ||
| BlackRock Capital Investment Corp | COMMON | 092533108 | 229 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AB4 | 28,720 | 27,744,000 | PRN | SOLE | 16,465,000 | 0 | 11,279,000 | ||
| Chart Industries, Inc. | CONVRT BOND | 16115QAC4 | 17,489 | 17,788,000 | PRN | SOLE | 14,808,000 | 0 | 2,980,000 | ||
| CIENA CORP | CONVRT BOND | 171779AE1 | 997 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Crossroads Capital, Inc. | COMMON | 227656105 | 385 | 212,691 | SH | SOLE | 212,691 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 148 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 360 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 176 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 192 | 45,430 | SH | SOLE | 45,430 | 0 | 0 | ||
| Meritage Homes Corporation | CONVRT BOND | 59001AAR3 | 3,102 | 3,105,000 | PRN | SOLE | 2,905,000 | 0 | 200,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 45,975 | 44,734,000 | PRN | SOLE | 30,034,000 | 0 | 14,700,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 4,365 | 4,335,000 | PRN | SOLE | 4,325,000 | 0 | 10,000 | ||
| PROSPECT CAPITAL CORP | COMMON | 74348T102 | 194 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 27,637 | 26,934,000 | PRN | SOLE | 20,069,000 | 0 | 6,865,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAL6 | 44,805 | 43,541,000 | PRN | SOLE | 31,622,000 | 0 | 11,919,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 44,850 | 43,688,000 | PRN | SOLE | 24,012,000 | 0 | 19,676,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 16,536 | 16,740,000 | PRN | SOLE | 4,420,000 | 0 | 12,320,000 | ||
| Rovi Corporation | CONVRT BOND | 779376AD4 | 1,205 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 31,127 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TICC Capital Corporation | CONVRT BOND | 87244TAB5 | 33,270 | 32,598,000 | PRN | SOLE | 22,700,000 | 0 | 9,898,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 17,159 | 16,710,000 | PRN | SOLE | 10,500,000 | 0 | 6,210,000 | ||
| Toll Brothers Fin Corp | CONVRT BOND | 88947EAM2 | 4,915 | 5,000,000 | PRN | SOLE | 4,460,000 | 0 | 540,000 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 20,456 | 21,591,000 | PRN | SOLE | 18,741,000 | 0 | 2,850,000 | ||