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 | 618 | 34,500 | SH | SOLE | 34,500 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAG8 | 12,510 | 12,432,000 | PRN | SOLE | 11,752,000 | 0 | 680,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAJ2 | 18,576 | 18,101,000 | PRN | SOLE | 14,606,000 | 0 | 3,495,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 33,911 | 32,685,000 | PRN | SOLE | 20,565,000 | 0 | 12,120,000 | ||
| BlackRock Capital Investment Corp | COMMON | 092533108 | 193 | 27,700 | SH | SOLE | 27,700 | 0 | 0 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AB4 | 31,794 | 30,943,000 | PRN | SOLE | 19,074,000 | 0 | 11,869,000 | ||
| Chart Industries, Inc. | CONVRT BOND | 16115QAC4 | 33,727 | 34,347,000 | PRN | SOLE | 29,307,000 | 0 | 5,040,000 | ||
| CIENA CORP | CONVRT BOND | 171779AE1 | 998 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Crossroads Capital, Inc. | COMMON | 227656105 | 489 | 229,641 | SH | SOLE | 229,641 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 136 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 352 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 203 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 137 | 45,430 | SH | SOLE | 45,430 | 0 | 0 | ||
| Meritage Homes Corporation | CONVRT BOND | 59001AAR3 | 14,465 | 14,534,000 | PRN | SOLE | 13,194,000 | 0 | 1,340,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 46,244 | 44,734,000 | PRN | SOLE | 30,034,000 | 0 | 14,700,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 4,363 | 4,335,000 | PRN | SOLE | 4,325,000 | 0 | 10,000 | ||
| PROSPECT CAPITAL CORP | COMMON | 74348T102 | 200 | 24,000 | SH | SOLE | 24,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 28,528 | 27,934,000 | PRN | SOLE | 21,069,000 | 0 | 6,865,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAL6 | 44,684 | 43,541,000 | PRN | SOLE | 31,622,000 | 0 | 11,919,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 47,273 | 46,188,000 | PRN | SOLE | 26,172,000 | 0 | 20,016,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 16,384 | 16,740,000 | PRN | SOLE | 4,420,000 | 0 | 12,320,000 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 1,220 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 31,067 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TICC Capital Corporation | CONVRT BOND | 87244TAB5 | 33,168 | 32,598,000 | PRN | SOLE | 22,700,000 | 0 | 9,898,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 19,154 | 18,710,000 | PRN | SOLE | 10,500,000 | 0 | 8,210,000 | ||
| Toll Brothers | CONVRT BOND | 88947EAM2 | 7,029 | 7,142,000 | PRN | SOLE | 5,862,000 | 0 | 1,280,000 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 30,538 | 31,591,000 | PRN | SOLE | 27,371,000 | 0 | 4,220,000 | ||