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 | 15,476 | 15,246,000 | PRN | SOLE | 13,586,000 | 0 | 1,660,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 30,919 | 29,940,000 | PRN | SOLE | 19,940,000 | 0 | 10,000,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AB4 | 29,109 | 28,443,000 | PRN | SOLE | 20,074,000 | 0 | 8,369,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 20,508 | 20,000,000 | PRN | SOLE | 12,260,000 | 0 | 7,740,000 | ||
| Brookdale Senior Living Inc. | CONVRT BOND | 112463AA2 | 27,528 | 27,681,000 | PRN | SOLE | 23,331,000 | 0 | 4,350,000 | ||
| CalAtlantic Group, Inc. | CONVRT BOND | 783764AS2 | 952 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| Envestnet, Inc. | CONVRT BOND | 29404KAA4 | 4,901 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 123 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Chart Industries, Inc. | CONVRT BOND | 16115QAC4 | 41,136 | 41,351,000 | PRN | SOLE | 35,321,000 | 0 | 6,030,000 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AF4 | 32,200 | 33,050,000 | PRN | SOLE | 27,570,000 | 0 | 5,480,000 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 150 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 109 | 45,430 | SH | SOLE | 45,430 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAQ1 | 20,850 | 20,948,000 | PRN | SOLE | 18,958,000 | 0 | 1,990,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 47,617 | 45,734,000 | PRN | SOLE | 31,034,000 | 0 | 14,700,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 5,353 | 5,335,000 | PRN | SOLE | 5,325,000 | 0 | 10,000 | ||
| PDL BioPharma, Inc | CONVRT BOND | 69329YAF1 | 11,579 | 11,598,000 | PRN | SOLE | 9,798,000 | 0 | 1,800,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 5,002 | 4,949,000 | PRN | SOLE | 4,129,000 | 0 | 820,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 62,303 | 60,264,000 | PRN | SOLE | 37,898,000 | 0 | 22,366,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 23,493 | 23,368,000 | PRN | SOLE | 9,588,000 | 0 | 13,780,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 34,846 | 35,000,000 | PRN | SOLE | 22,500,000 | 0 | 12,500,000 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 385 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 31,704 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TICC Capital Corporation | CONVRT BOND | 87244TAB5 | 45,574 | 44,880,000 | PRN | SOLE | 32,622,000 | 0 | 12,258,000 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 1,190 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| Toll Brothers | CONVRT BOND | 88947EAM2 | 15,125 | 15,142,000 | PRN | SOLE | 12,812,000 | 0 | 2,330,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 19,523 | 18,710,000 | PRN | SOLE | 10,500,000 | 0 | 8,210,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 105,030 | 111,184,000 | PRN | SOLE | 93,114,000 | 0 | 18,070,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 1,834 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 36,074 | 35,943,000 | PRN | SOLE | 30,953,000 | 0 | 4,990,000 | ||