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 | 36,780 | 36,716,000 | PRN | SOLE | 32,336,000 | 0 | 4,380,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 35,717 | 34,926,000 | PRN | SOLE | 22,810,000 | 0 | 12,116,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 20,769 | 20,000,000 | PRN | SOLE | 12,260,000 | 0 | 7,740,000 | ||
| Brookdale Senior Living Inc. | CONVRT BOND | 112463AA2 | 81,201 | 81,353,000 | PRN | SOLE | 68,823,000 | 0 | 12,530,000 | ||
| CalAtlantic Group, Inc. | CONVRT BOND | 783764AS2 | 2,017 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 21,779 | 21,050,000 | PRN | SOLE | 10,580,000 | 0 | 10,470,000 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AF4 | 32,708 | 39,950,000 | PRN | SOLE | 37,510,000 | 0 | 2,440,000 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 28 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 160 | 45,430 | SH | SOLE | 45,430 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAQ1 | 6,889 | 6,644,000 | PRN | SOLE | 5,864,000 | 0 | 780,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 47,637 | 46,234,000 | PRN | SOLE | 32,494,000 | 0 | 13,740,000 | ||
| Oaktree Specialty Lending Corp | COMMON | 67401P108 | 124 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| PDL BioPharma, Inc | CONVRT BOND | 69329YAF1 | 20,907 | 20,913,000 | PRN | SOLE | 17,323,000 | 0 | 3,590,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 74,227 | 72,503,000 | PRN | SOLE | 48,077,000 | 0 | 24,426,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 32,323 | 32,148,000 | PRN | SOLE | 18,368,000 | 0 | 13,780,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 34,954 | 35,000,000 | PRN | SOLE | 22,500,000 | 0 | 12,500,000 | ||
| Shutterfly, Inc. | CONVRT BOND | 82568PAB2 | 1,292 | 1,300,000 | PRN | SOLE | 1,300,000 | 0 | 0 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 411 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 31,144 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAD5 | 21,287 | 20,750,000 | PRN | SOLE | 11,090,000 | 0 | 9,660,000 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 1,149 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 19,793 | 19,210,000 | PRN | SOLE | 10,980,000 | 0 | 8,230,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 108,345 | 113,255,000 | PRN | SOLE | 94,735,000 | 0 | 18,520,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 13,341 | 14,309,000 | PRN | SOLE | 14,309,000 | 0 | 0 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 30,393 | 30,723,000 | PRN | SOLE | 25,733,000 | 0 | 4,990,000 | ||