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 | 32,644 | 32,526,000 | PRN | SOLE | 23,850,000 | 0 | 8,676,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAT0 | 30,228 | 29,844,000 | PRN | SOLE | 19,894,000 | 0 | 9,950,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 20,358 | 20,000,000 | PRN | SOLE | 12,260,000 | 0 | 7,740,000 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 24,321 | 24,050,000 | PRN | SOLE | 12,540,000 | 0 | 11,510,000 | ||
| Hercules Capital, Inc. | CONVRT BOND | 427096AF9 | 9,745 | 10,000,000 | PRN | SOLE | 5,000,000 | 0 | 5,000,000 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AG2 | 2,279 | 4,270,000 | PRN | SOLE | 4,270,000 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 7 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAQ1 | 4,322 | 4,314,000 | PRN | SOLE | 3,764,000 | 0 | 550,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 46,848 | 46,429,000 | PRN | SOLE | 32,689,000 | 0 | 13,740,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AC4 | 31,087 | 31,000,000 | PRN | SOLE | 20,000,000 | 0 | 11,000,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAK6 | 9,053 | 9,624,000 | PRN | SOLE | 9,624,000 | 0 | 0 | ||
| Fifth Street Finance Corporation | COMMON | 67401P108 | 126 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 58,362 | 57,784,000 | PRN | SOLE | 42,974,000 | 0 | 14,810,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 57,664 | 58,340,000 | PRN | SOLE | 40,450,000 | 0 | 17,890,000 | ||
| Blackrock TCP Capital Corp | CONVRT BOND | 87238QAB9 | 36,982 | 36,430,000 | PRN | SOLE | 24,900,000 | 0 | 11,530,000 | ||
| Blackrock TCP Capital Corp | CONVRT BOND | 87238QAD5 | 21,734 | 21,750,000 | PRN | SOLE | 12,090,000 | 0 | 9,660,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 30,606 | 30,321,000 | PRN | SOLE | 19,991,000 | 0 | 10,330,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAD4 | 25,953 | 25,750,000 | PRN | SOLE | 15,250,000 | 0 | 10,500,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 69,577 | 71,845,000 | PRN | SOLE | 57,555,000 | 0 | 14,290,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 5,538 | 6,021,000 | PRN | SOLE | 6,021,000 | 0 | 0 | ||