The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
|
UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
|
||||||||||||||||
| 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 | 16,610 | 16,466,000 | PRN | SOLE | 14,526,000 | 0 | 1,940,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAM5 | 30,721 | 29,940,000 | PRN | SOLE | 19,940,000 | 0 | 10,000,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 20,992 | 20,000,000 | PRN | SOLE | 12,260,000 | 0 | 7,740,000 | ||
| Brookdale Senior Living Inc. | CONVRT BOND | 112463AA2 | 70,961 | 71,193,000 | PRN | SOLE | 62,413,000 | 0 | 8,780,000 | ||
| Chart Industries, Inc. | CONVRT BOND | 16115QAC4 | 45,728 | 45,795,000 | PRN | SOLE | 39,395,000 | 0 | 6,400,000 | ||
| Fifth Street Finance Corporation | COMMON | 31678A103 | 139 | 25,400 | SH | SOLE | 25,400 | 0 | 0 | ||
| Firsthand Technology Value Fund, Inc. | COMMON | 33766Y100 | 367 | 45,844 | SH | SOLE | 45,844 | 0 | 0 | ||
| Iconix Brand Group, Inc. | COMMON | 451055107 | 123 | 21,700 | SH | SOLE | 21,700 | 0 | 0 | ||
| Medallion Financial Corp | COMMON | 583928106 | 99 | 45,430 | SH | SOLE | 45,430 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAQ1 | 21,024 | 20,144,000 | PRN | SOLE | 17,804,000 | 0 | 2,340,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 48,005 | 46,234,000 | PRN | SOLE | 31,534,000 | 0 | 14,700,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 2,961 | 2,955,000 | PRN | SOLE | 2,945,000 | 0 | 10,000 | ||
| PDL BioPharma, Inc | CONVRT BOND | 69329YAF1 | 19,738 | 19,703,000 | PRN | SOLE | 16,283,000 | 0 | 3,420,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAK8 | 4,966 | 4,949,000 | PRN | SOLE | 4,129,000 | 0 | 820,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAM4 | 74,670 | 72,753,000 | PRN | SOLE | 48,327,000 | 0 | 24,426,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 31,539 | 31,238,000 | PRN | SOLE | 17,458,000 | 0 | 13,780,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 34,946 | 35,000,000 | PRN | SOLE | 22,500,000 | 0 | 12,500,000 | ||
| Ryland Group Inc | CONVRT BOND | 783764AS2 | 1,923 | 2,000,000 | PRN | SOLE | 2,000,000 | 0 | 0 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAB9 | 31,389 | 29,800,000 | PRN | SOLE | 18,270,000 | 0 | 11,530,000 | ||
| TCP Capital Corp | CONVRT BOND | 87238QAD5 | 21,512 | 20,750,000 | PRN | SOLE | 11,090,000 | 0 | 9,660,000 | ||
| TICC Capital Corporation | CONVRT BOND | 87244TAB5 | 45,150 | 44,880,000 | PRN | SOLE | 32,622,000 | 0 | 12,258,000 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 1,211 | 1,204,000 | PRN | SOLE | 1,204,000 | 0 | 0 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 19,441 | 18,710,000 | PRN | SOLE | 10,500,000 | 0 | 8,210,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 111,059 | 117,184,000 | PRN | SOLE | 98,664,000 | 0 | 18,520,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 10,863 | 11,809,000 | PRN | SOLE | 11,809,000 | 0 | 0 | ||
| Web.com Group Inc | CONVRT BOND | 94733AAA2 | 30,854 | 30,943,000 | PRN | SOLE | 25,953,000 | 0 | 4,990,000 | ||