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 |
| Allegro Merger Corp. | COMMON | 01749N103 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAT0 | 25,995 | 26,040,000 | PRN | SOLE | 17,360,000 | 0 | 8,680,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAW3 | 52,080 | 52,500,000 | PRN | SOLE | 31,170,000 | 0 | 21,330,000 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 21,338 | 21,495,000 | PRN | SOLE | 13,755,000 | 0 | 7,740,000 | ||
| Cemex S.A. | CONVRT BOND | 151290BR3 | 6,473 | 6,500,000 | PRN | SOLE | 5,490,000 | 0 | 1,010,000 | ||
| Cemex S.A. | CONVRT BOND | 151290BT9 | 5,975 | 6,000,000 | PRN | SOLE | 5,510,000 | 0 | 490,000 | ||
| ELECTRONICS FOR IMAGING, INC | CONVRT BOND | 286082AC6 | 14,029 | 14,211,000 | PRN | SOLE | 12,491,000 | 0 | 1,720,000 | ||
| Forum Merger II Corp | COMMON | 34986F103 | 109 | 11,000 | SH | SOLE | 11,000 | 0 | 0 | ||
| Graf Industrial Corp | COMMON | 384278107 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 25,371 | 25,618,000 | PRN | SOLE | 14,108,000 | 0 | 11,510,000 | ||
| Hercules Capital, Inc. | CONVRT BOND | 427096AF9 | 20,317 | 20,717,000 | PRN | SOLE | 14,707,000 | 0 | 6,010,000 | ||
| Hunter Maritime Acquisition Corp. | COMMON | Y37828111 | 9,500 | 100,000 | SH | Call | SOLE | 100,000 | 0 | 0 | |
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AG2 | 372 | 1,500,000 | PRN | SOLE | 1,500,000 | 0 | 0 | ||
| NAVISTAR INTERNATIONAL | CONVRT BOND | 63934EAS7 | 31,112 | 31,082,000 | PRN | SOLE | 26,862,000 | 0 | 4,220,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AB6 | 50,745 | 50,620,000 | PRN | SOLE | 36,610,000 | 0 | 14,010,000 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AC4 | 31,029 | 31,000,000 | PRN | SOLE | 20,000,000 | 0 | 11,000,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAK6 | 8,981 | 9,624,000 | PRN | SOLE | 9,624,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 50 | 50,000 | PRN | SOLE | 50,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 57,879 | 58,641,000 | PRN | SOLE | 40,751,000 | 0 | 17,890,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAT9 | 29,535 | 30,000,000 | PRN | SOLE | 16,500,000 | 0 | 13,500,000 | ||
| Sentinel Energy Services Inc. | COMMON | 81728P105 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| BlackRock TCP Capital Corp | CONVRT BOND | 87238QAB9 | 36,888 | 36,470,000 | PRN | SOLE | 24,940,000 | 0 | 11,530,000 | ||
| BlackRock TCP Capital Corp | CONVRT BOND | 87238QAD5 | 21,528 | 21,750,000 | PRN | SOLE | 12,090,000 | 0 | 9,660,000 | ||
| Trident Acquisitions Corp. | COMMON | 89615T106 | 102 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Trinity Merger Corp. | COMMON | 89653L106 | 103 | 10,100 | SH | SOLE | 10,100 | 0 | 0 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 32,701 | 32,556,000 | PRN | SOLE | 21,696,000 | 0 | 10,860,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAD4 | 26,273 | 25,750,000 | PRN | SOLE | 15,250,000 | 0 | 10,500,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 97,352 | 98,915,000 | PRN | SOLE | 80,275,000 | 0 | 18,640,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 5,666 | 6,021,000 | PRN | SOLE | 6,021,000 | 0 | 0 | ||