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 | 04010LAM5 | 38,962 | 38,426,000 | PRN | SOLE | 26,290,000 | 0 | 12,136,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAT0 | 30,675 | 30,000,000 | PRN | SOLE | 20,000,000 | 0 | 10,000,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 20,618 | 20,000,000 | PRN | SOLE | 12,260,000 | 0 | 7,740,000 | ||
| Brookdale Senior Living Inc. | CONVRT BOND | 112463AA2 | 91,148 | 91,353,000 | PRN | SOLE | 77,633,000 | 0 | 13,720,000 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 21,427 | 21,050,000 | PRN | SOLE | 10,580,000 | 0 | 10,470,000 | ||
| Hercules Capital, Inc. | CONVRT BOND | 427096AF9 | 10,131 | 10,000,000 | PRN | SOLE | 5,000,000 | 0 | 5,000,000 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AG2 | 3,874 | 4,422,000 | PRN | SOLE | 4,422,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 24 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 165 | 35,495 | SH | SOLE | 35,495 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAQ1 | 4,700 | 4,644,000 | PRN | SOLE | 4,094,000 | 0 | 550,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 47,282 | 46,234,000 | PRN | SOLE | 32,494,000 | 0 | 13,740,000 | ||
| Oaktree Specialty Lending Co. | COMMON | 67401P108 | 107 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 74,009 | 72,503,000 | PRN | SOLE | 48,077,000 | 0 | 24,426,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 35,274 | 35,148,000 | PRN | SOLE | 21,368,000 | 0 | 13,780,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 34,847 | 35,000,000 | PRN | SOLE | 22,500,000 | 0 | 12,500,000 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 393 | 34,800 | SH | SOLE | 34,800 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 30,731 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAD5 | 20,931 | 20,750,000 | PRN | SOLE | 11,090,000 | 0 | 9,660,000 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 1,161 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 19,630 | 19,210,000 | PRN | SOLE | 10,980,000 | 0 | 8,230,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAD4 | 20,458 | 20,000,000 | PRN | SOLE | 11,500,000 | 0 | 8,500,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 108,566 | 113,255,000 | PRN | SOLE | 94,735,000 | 0 | 18,520,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 13,390 | 14,309,000 | PRN | SOLE | 14,309,000 | 0 | 0 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 35,266 | 35,623,000 | PRN | SOLE | 30,043,000 | 0 | 5,580,000 | ||