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 | 32,712 | 32,526,000 | PRN | SOLE | 23,850,000 | 0 | 8,676,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAT0 | 30,043 | 29,844,000 | PRN | SOLE | 19,894,000 | 0 | 9,950,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 20,297 | 20,000,000 | PRN | SOLE | 12,260,000 | 0 | 7,740,000 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 25,875 | 26,050,000 | PRN | SOLE | 13,580,000 | 0 | 12,470,000 | ||
| Hercules Capital, Inc. | CONVRT BOND | 427096AF9 | 10,013 | 10,000,000 | PRN | SOLE | 5,000,000 | 0 | 5,000,000 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AG2 | 2,760 | 4,270,000 | PRN | SOLE | 4,270,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 13 | 21,750 | SH | SOLE | 21,750 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAQ1 | 4,340 | 4,314,000 | PRN | SOLE | 3,764,000 | 0 | 550,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 45,613 | 44,924,000 | PRN | SOLE | 31,184,000 | 0 | 13,740,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAK6 | 8,623 | 9,624,000 | PRN | SOLE | 9,624,000 | 0 | 0 | ||
| Oaktree Specialty Lending Co | COMMON | 67401P108 | 121 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 56,741 | 56,674,000 | PRN | SOLE | 41,864,000 | 0 | 14,810,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 43,838 | 45,000,000 | PRN | SOLE | 28,500,000 | 0 | 16,500,000 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 29,454 | 28,930,000 | PRN | SOLE | 17,400,000 | 0 | 11,530,000 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAD5 | 20,823 | 20,750,000 | PRN | SOLE | 11,090,000 | 0 | 9,660,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 23,547 | 23,321,000 | PRN | SOLE | 13,321,000 | 0 | 10,000,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAD4 | 25,642 | 25,750,000 | PRN | SOLE | 15,250,000 | 0 | 10,500,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 78,233 | 80,665,000 | PRN | SOLE | 65,755,000 | 0 | 14,910,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 2,727 | 2,809,000 | PRN | SOLE | 2,809,000 | 0 | 0 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 30,339 | 30,373,000 | PRN | SOLE | 25,293,000 | 0 | 5,080,000 | ||