The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete.
The reader should not assume that the information is accurate and complete.

UNITED STATES SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F

FORM 13F INFORMATION TABLE
OMB APPROVAL
OMB Number: 3235-0006
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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
Acamar Partners Acquisition Corp. COMMON 004285102 5,961 605,174 SH   SOLE   605,174 0 0
AMCI Acquisition Corp COMMON 00165R101 1,674 164,803 SH   SOLE   164,803 0 0
Apex Technology Acquisition Co COMMON 03768F102 1,910 195,906 SH   SOLE   195,906 0 0
Apex Technology Acquisition Co UNIT 03768F201 2,072 204,094 SH   SOLE   204,094 0 0
Ares Capital Corporation CONVERT BOND 04010LAT0 9,100 10,100,000 PRN   SOLE   8,890,000 0 1,210,000
Ares Capital Corporation CONVERT BOND 04010LAW3 22,243 25,696,000 PRN   SOLE   15,469,000 0 10,227,000
Ares Capital Corporation COMMON 04010L103 1,940 180,000 SH   SOLE   180,000 0 0
ARYA Sciences Acquisition Corp. COMMON G3165V109 1,571 154,300 SH   SOLE   154,300 0 0
Barings BDC Inc COMMON 06759L103 1,487 198,733 SH   SOLE   198,733 0 0
Bain Capital Specialty Finance, Inc COMMON 05684B107 788 85,000 SH   SOLE   85,000 0 0
BlackRock Capital Investment Corp CONVERT BOND 092533AC2 35,223 41,530,000 PRN   SOLE   33,500,000 0 8,030,000
BlackRock Capital Investment Corp COMMON 092533108 282 128,223 SH   SOLE   128,223 0 0
Cardtronics, Inc. CONVERT BOND 14161HAG3 7,376 7,750,000 PRN   SOLE   6,790,000 0 960,000
CITIC Capital Acquisition Corp. UNIT G21513125 3,216 325,000 SH   SOLE   325,000 0 0
Crescent Capital BDC Inc COMMON 225655109 805 83,378 SH   SOLE   83,378 0 0
Collier Creek Holdings COMMON G22707106 5,181 506,406 SH   SOLE   506,406 0 0
Churchill Capital Corp II COMMON 17143G106 4,786 481,000 SH   SOLE   481,000 0 0
Churchill Capital Corp III UNIT 17144C203 3,281 328,120 SH   SOLE   328,120 0 0
CF Finance Acquisition Corp. COMMON 12528N107 4,933 479,438 SH   SOLE   479,438 0 0
TCG BDC Inc COMMON 872280102 572 109,600 SH   SOLE   109,600 0 0
CHP Merger Corp COMMON 12558Y106 1,843 190,000 SH   SOLE   190,000 0 0
CHP Merger Corp UNIT 12558Y205 1,088 110,000 SH   SOLE   110,000 0 0
CIIG Merger Corp. COMMON 12559C103 2,298 240,100 SH   SOLE   240,100 0 0
CIIG Merger Corp. UNIT 12559C202 217 22,105 SH   SOLE   22,105 0 0
Crescent Acquisition Corp COMMON 22564L105 2,955 300,000 SH   SOLE   300,000 0 0
Capital Southwest Corp COMMON 140501107 857 75,000 SH   SOLE   75,000 0 0
LGL Systems Acquisition Corp UNIT 50201G205 3,525 350,000 SH   SOLE   350,000 0 0
DFP Healthcare Acquisitions Corp. UNIT 23343Q209 2,463 250,000 SH   SOLE   250,000 0 0
DISH Network Corp CONVERT BOND 25470MAD1 3,963 5,000,000 PRN   SOLE   5,000,000 0 0
DMY Technology Group, Inc. UNIT 233253202 2,585 263,000 SH   SOLE   263,000 0 0
Diamond Peak Holdings Corp COMMON 25280H100 5,201 500,072 SH   SOLE   500,072 0 0
East Stone Acquisition Corp. UNIT G2911D124 1,960 200,000 SH   SOLE   200,000 0 0
Experience Investment Corp COMMON 30217C109 3,966 410,124 SH   SOLE   410,124 0 0
Fidus Investment Corp COMMON 316500107 948 143,176 SH   SOLE   143,176 0 0
Flying Eagle Acquisition Corp. UNIT 34407Y202 1,745 175,000 SH   SOLE   175,000 0 0
FireEye, Inc. CONVERT BOND 31816QAB7 7,535 7,722,000 PRN   SOLE   6,282,000 0 1,440,000
FireEye, Inc. CONVERT BOND 31816QAD3 24,736 27,401,000 PRN   SOLE   22,641,000 0 4,760,000
Forum Merger II Corp COMMON 34986F103 154 15,000 SH   SOLE   15,000 0 0
FS KKR Capital Corporation COMMON 302635107 975 325,000 SH   SOLE   325,000 0 0
FinServ Acquisition Corp COMMON 318085107 2,887 299,798 SH   SOLE   299,798 0 0
FinServ Acquisition Corp UNIT 318085206 959 95,100 SH   SOLE   95,100 0 0
FinTech Acquisition Corp III COMMON 31811A101 3,165 316,191 SH   SOLE   316,191 0 0
Golub Capital BDC Inc COMMON 38173M102 1,884 150,000 SH   SOLE   150,000 0 0
Gores Holdings IV, Inc. UNIT 382865202 1,364 135,501 SH   SOLE   135,501 0 0
GigCapital2 Inc COMMON 375036100 930 93,516 SH   SOLE   93,516 0 0
Galileo Acquisition Corp. COMMON G3770A102 1,522 157,240 SH   SOLE   157,240 0 0
Gores Metropoulos Inc COMMON 382872109 6,604 650,000 SH   SOLE   650,000 0 0
Graf Industrial Corp COMMON 384278107 153 15,000 SH   SOLE   15,000 0 0
Goldman Sachs BDC Inc. CONVERT BOND 38147UAB3 15,788 16,762,000 PRN   SOLE   9,712,000 0 7,050,000
Goldman Sachs BDC Inc. COMMON 38147U107 640 51,912 SH   SOLE   51,912 0 0
GX Acquisition Corp COMMON 36251A107 1,284 131,000 SH   SOLE   131,000 0 0
GX Acquisition Corp UNIT 36251A206 505 50,000 SH   SOLE   50,000 0 0
Hennessy Capital Acquisition COMMON 42589C104 7,178 710,000 SH   SOLE   710,000 0 0
Healthcare Merger Corp. COMMON 42227L102 2,443 247,400 SH   SOLE   247,400 0 0
Healthcare Merger Corp. UNIT 42227L201 2,212 214,780 SH   SOLE   214,780 0 0
Hercules Capital, Inc. CONVERT BOND 427096AF9 7,888 8,597,000 PRN   SOLE   5,867,000 0 2,730,000
Hercules Capital, Inc. COMMON 427096508 1,387 181,600 SH   SOLE   181,600 0 0
Haymaker Acquisition Corp II COMMON 42087L101 5,874 600,000 SH   SOLE   600,000 0 0
Interprivate Acquisition Corp. UNIT 46064A202 2,720 275,000 SH   SOLE   275,000 0 0
Juniper Industrial Holdings, Inc. COMMON 48205G106 1,977 205,501 SH   SOLE   205,501 0 0
Juniper Industrial Holdings, Inc. UNIT 48205G205 999 101,600 SH   SOLE   101,600 0 0
Union Acquisition Corp COMMON G9402Q100 1,763 180,304 SH   SOLE   180,304 0 0
Landcadia Holdings II Inc. COMMON 51476X105 2,921 298,100 SH   SOLE   298,100 0 0
LF Capital Acquisition Corp. COMMON 50200K108 1,807 175,560 SH   SOLE   175,560 0 0
Lifesci Acquisition Corp. UNIT 53228P208 372 37,244 SH   SOLE   37,244 0 0
Main Street Capital Corp COMMON 56035L104 820 40,000 SH   SOLE   40,000 0 0
Merida Merger Corp I COMMON 58953M106 149 15,337 SH   SOLE   15,337 0 0
Megalith Financial Acquisition Corp. COMMON 58518F109 1,132 110,004 SH   SOLE   110,004 0 0
Newborn Acquisition Corp. UNIT G6463T130 485 50,000 SH   SOLE   50,000 0 0
Netfin Acquisition Corp COMMON G6455A107 1,368 139,000 SH   SOLE   139,000 0 0
New Mountain Finance Corporation CONVERT BOND 647551AC4 33,471 41,000,000 PRN   SOLE   26,000,000 0 15,000,000
New Mountain Finance Corporation COMMON 647551100 853 125,402 SH   SOLE   125,402 0 0
New Providence Acquisition Corp COMMON 64822P106 3,185 325,973 SH   SOLE   325,973 0 0
New Providence Acquisition Corp UNIT 64822P205 798 77,710 SH   SOLE   77,710 0 0
Oaktree Acquisition Corp COMMON G67145105 839 83,925 SH   SOLE   83,925 0 0
Oaktree Strategic Income Corp COMMON 67402D104 957 172,771 SH   SOLE   172,771 0 0
Oaktree Specialty Lending Co COMMON 67401P108 1,037 320,000 SH   SOLE   320,000 0 0
Owl Rock Capital Corporation COMMON 69121K104 2,366 205,000 SH   SOLE   205,000 0 0
Pivotal INVT Corp II COMMON 72582K100 3,946 398,222 SH   SOLE   398,222 0 0
Pivotal INVT Corp II UNIT 72582K209 897 90,080 SH   SOLE   90,080 0 0
Pennantpark Investment Corporation COMMON 708062104 397 153,398 SH   SOLE   153,398 0 0
PROSPECT CAPITAL CORP CONVERT BOND 74348TAQ5 888 888,000 PRN   SOLE   888,000 0 0
PROSPECT CAPITAL CORP CONVERT BOND 74348TAR3 41,373 48,106,000 PRN   SOLE   30,196,000 0 17,910,000
PROSPECT CAPITAL CORP CONVERT BOND 74348TAT9 24,754 29,125,000 PRN   SOLE   16,015,000 0 13,110,000
RMG Acquisition Corp COMMON 749641106 4,960 499,800 SH   SOLE   499,800 0 0
Replay Acquisition Corp COMMON G75130107 1,574 159,234 SH   SOLE   159,234 0 0
Schultze Special Purpose Acquisition Corp COMMON 80821R109 1,983 195,958 SH   SOLE   195,958 0 0
Software Acquisition Group Inc. COMMON 83406B101 1,941 197,900 SH   SOLE   197,900 0 0
Software Acquisition Group Inc. OPTION 83406B101 491 50,000 SH Call SOLE   50,000 0 0
Saratoga Investment Corp COMMON 80349A208 748 65,000 SH   SOLE   65,000 0 0
Switchback Energy Acquisition Corporation COMMON 87105M102 1,014 105,048 SH   SOLE   105,048 0 0
Switchback Energy Acquisition Corporation UNIT 87105M201 761 78,067 SH   SOLE   78,067 0 0
Stellus Capital Investment Coporation COMMON 858568108 710 97,400 SH   SOLE   97,400 0 0
SCVX Corp. UNIT G79448109 1,745 175,000 SH   SOLE   175,000 0 0
Osprey Technology Acquisition Corp. COMMON 68839R104 3,937 405,000 SH   SOLE   405,000 0 0
Osprey Technology Acquisition Corp. UNIT 68839R401 976 100,000 SH   SOLE   100,000 0 0
Tortoise Acquisition Corporation COMMON 89154L100 2,661 265,000 SH   SOLE   265,000 0 0
Solar Capital Ltd COMMON 83413U100 989 85,000 SH   SOLE   85,000 0 0
South Mountain Merger Corp COMMON 838884104 1,231 126,914 SH   SOLE   126,914 0 0
Spartan Energy Acquisition Corp. COMMON 846784106 5,061 500,062 SH   SOLE   500,062 0 0
Stable Road Acquisition Corp COMMON 85236Q109 1,002 102,800 SH   SOLE   102,800 0 0
Silver Spike Acquisition Corp. COMMON G8136L106 1,899 193,160 SH   SOLE   193,160 0 0
Solar Senior Capital Ltd COMMON 83416M105 855 88,094 SH   SOLE   88,094 0 0
Supernus Pharmaceuticals Inc CONVERT BOND 868459AD0 10,237 12,749,000 PRN   SOLE   12,749,000 0 0
BLACKROCK TCP Capital Corp CONVERT BOND 87238QAD5 19,835 22,224,000 PRN   SOLE   12,564,000 0 9,660,000
BLACKROCK TCP Capital Corp COMMON 09259E108 642 102,700 SH   SOLE   102,700 0 0
Trident Acquisitions Corp. COMMON 89615T106 114 10,491 SH   SOLE   10,491 0 0
TEVA PHARM FINANCE LLC CONVERT BOND 88163VAE9 14,645 15,823,000 PRN   SOLE   14,053,000 0 1,770,000
Thunder Bridge Acquisition II COMMON G8857S116 5,532 561,666 SH   SOLE   561,666 0 0
Tuscan Holdings Corp COMMON 90069K104 183 18,340 SH   SOLE   18,340 0 0
TriplePoint Venture Growth BDC Corp. COMMON 89677Y100 631 110,000 SH   SOLE   110,000 0 0
Trine Acquisition Corp COMMON 89628U108 3,594 361,524 SH   SOLE   361,524 0 0
Trine Acquisition Corp UNIT 89628U207 869 85,857 SH   SOLE   85,857 0 0
TPG Specialty Lending, Inc. CONVERT BOND 87265KAD4 17,064 18,421,000 PRN   SOLE   9,801,000 0 8,620,000
TPG Specialty Lending, Inc. COMMON 87265K102 905 65,000 SH   SOLE   65,000 0 0
Twitter, Inc. CONVERT BOND 90184LAD4 42,067 44,512,000 PRN   SOLE   39,442,000 0 5,070,000
Yunhong Intl UNIT G98882114 970 100,000 SH   SOLE   100,000 0 0