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 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| AMCI Acquisition Corp | COMMON | 00165R101 | 147 | 14,803 | SH | SOLE | 14,803 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAT0 | 17,657 | 17,360,000 | PRN | SOLE | 13,245,000 | 0 | 4,115,000 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAW3 | 52,986 | 51,500,000 | PRN | SOLE | 30,170,000 | 0 | 21,330,000 | ||
| ARYA Sciences Acquisition | COMMON | G3165V109 | 150 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 21,496 | 21,495,000 | PRN | SOLE | 13,755,000 | 0 | 7,740,000 | ||
| Boxwood Merger Corp | COMMON | 10319T101 | 148 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| ChaSerg Technology Acquisition Corp. | COMMON | 16166A103 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Cemex S.A. | CONVRT BOND | 151290BR3 | 15,517 | 15,532,000 | PRN | SOLE | 13,372,000 | 0 | 2,160,000 | ||
| Cemex S.A. | CONVRT BOND | 151290BT9 | 11,735 | 11,747,000 | PRN | SOLE | 10,715,000 | 0 | 1,032,000 | ||
| DD3 Acquisition Corp. | COMMON | G2692M103 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| EdtechX Holding Acquisition | COMMON | 28138X103 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| ELECTRONICS FOR IMAGING, INC | CONVRT BOND | 286082AC6 | 21,617 | 21,747,000 | PRN | SOLE | 19,227,000 | 0 | 2,520,000 | ||
| Forum Merger II Corp | COMMON | 34986F103 | 151 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Graf Industrial Corp | COMMON | 384278107 | 149 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 28,135 | 28,118,000 | PRN | SOLE | 16,608,000 | 0 | 11,510,000 | ||
| Hennessy Capital Acquisition | COMMON | 42589C104 | 99 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Hercules Capital, Inc. | CONVRT BOND | 427096AF9 | 20,759 | 20,717,000 | PRN | SOLE | 14,707,000 | 0 | 6,010,000 | ||
| Iconix Brand Group, Inc. | CONVRT BOND | 451055AG2 | 1,423 | 5,400,000 | PRN | SOLE | 5,400,000 | 0 | 0 | ||
| Social Capital Hedosophia Holdings Corp. | COMMON | G8250R103 | 116 | 11,144 | SH | SOLE | 11,144 | 0 | 0 | ||
| LF Capital Acquisition Corp. | COMMON | 50200K108 | 102 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Megalith Financial Acquisition Corp. | COMMON | 58518F109 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Monocle Acquisition Corp | COMMON | 609754106 | 149 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Mudrick Capital Acquisition | COMMON | 624745105 | 153 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AC4 | 42,236 | 41,000,000 | PRN | SOLE | 26,000,000 | 0 | 15,000,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAK6 | 9,046 | 9,624,000 | PRN | SOLE | 9,624,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 1,239 | 1,225,000 | PRN | SOLE | 1,225,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 70,263 | 69,808,000 | PRN | SOLE | 51,918,000 | 0 | 17,890,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAT9 | 30,612 | 30,000,000 | PRN | SOLE | 16,500,000 | 0 | 13,500,000 | ||
| Sentinel Energy Services Inc. | COMMON | 81728P105 | 102 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| SYNAPTICS INC | CONVRT BOND | 87157DAD1 | 3,125 | 3,500,000 | PRN | SOLE | 3,500,000 | 0 | 0 | ||
| Blackrock TCP Capital Corp | CONVRT BOND | 87238QAB9 | 40,659 | 40,325,000 | PRN | SOLE | 28,795,000 | 0 | 11,530,000 | ||
| Blackrock TCP Capital Corp | CONVRT BOND | 87238QAD5 | 19,456 | 19,224,000 | PRN | SOLE | 9,564,000 | 0 | 9,660,000 | ||
| Trident Acquisitions Corp. | COMMON | 89615T106 | 155 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Trinity Merger Corp. | COMMON | 89653L106 | 155 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAB8 | 30,342 | 30,156,000 | PRN | SOLE | 23,296,000 | 0 | 6,860,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAD4 | 23,081 | 22,421,000 | PRN | SOLE | 11,921,000 | 0 | 10,500,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAB8 | 98,207 | 98,835,000 | PRN | SOLE | 80,115,000 | 0 | 18,720,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 5,768 | 6,021,000 | PRN | SOLE | 6,021,000 | 0 | 0 | ||