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 |
| Ares Capital Corporation | CONVRT BOND | 04010LAJ2 | 16,594 | 16,266,000 | PRN | SOLE | 14,606,000 | 0 | 1,660,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 32,985 | 32,000,000 | PRN | SOLE | 19,940,000 | 0 | 12,060,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AB4 | 30,846 | 29,943,000 | PRN | SOLE | 19,074,000 | 0 | 10,869,000 | ||
| BlackRock Capital Investment Corp | COMMON | 092533108 | 193 | 25,600 | SH | SOLE | 25,600 | 0 | 0 | ||
| Chart Industries, Inc. | CONVRT BOND | 16115QAC4 | 38,716 | 39,097,000 | PRN | SOLE | 33,227,000 | 0 | 5,870,000 | ||
| CIENA CORP | CONVRT BOND | 171779AE1 | 997 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Crossroads Capital, Inc. | COMMON | 227656105 | 526 | 229,641 | SH | SOLE | 229,641 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 117 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 365 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 163 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 90 | 45,430 | SH | SOLE | 45,430 | 0 | 0 | ||
| Meritage Homes Corporation | CONVRT BOND | 59001AAR3 | 14,525 | 14,534,000 | PRN | SOLE | 13,194,000 | 0 | 1,340,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 46,235 | 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 | CONVRT BOND | 74348TAK8 | 31,114 | 30,686,000 | PRN | SOLE | 23,701,000 | 0 | 6,985,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAL6 | 44,365 | 43,216,000 | PRN | SOLE | 31,407,000 | 0 | 11,809,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 47,485 | 46,188,000 | PRN | SOLE | 26,172,000 | 0 | 20,016,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 21,458 | 21,722,000 | PRN | SOLE | 7,942,000 | 0 | 13,780,000 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 31,174 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TICC Capital Corporation | CONVRT BOND | 87244TAB5 | 41,114 | 40,388,000 | PRN | SOLE | 28,300,000 | 0 | 12,088,000 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 1,171 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| Toll Brothers | CONVRT BOND | 88947EAM2 | 17,054 | 17,142,000 | PRN | SOLE | 14,502,000 | 0 | 2,640,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 19,198 | 18,710,000 | PRN | SOLE | 10,500,000 | 0 | 8,210,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 15,130 | 16,075,000 | PRN | SOLE | 14,905,000 | 0 | 1,170,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 1,826 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 32,516 | 33,443,000 | PRN | SOLE | 28,903,000 | 0 | 4,540,000 | ||