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 |
| AMCI Acquisition Corp | COMMON | 00165R200 | 150 | 14,803 | SH | SOLE | 14,803 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAT0 | 1,721 | 1,660,000 | PRN | SOLE | 1,660,000 | 0 | 0 | ||
| Ares Capital Corporation | CONVRT BOND | 04010LAW3 | 44,606 | 42,053,000 | PRN | SOLE | 24,636,000 | 0 | 17,417,000 | ||
| ARYA Sciences Acquisition | COMMON | G3165V109 | 156 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| BlackRock Capital Investment Corp | CONVRT BOND | 092533AC2 | 39,530 | 39,530,000 | PRN | SOLE | 31,790,000 | 0 | 7,740,000 | ||
| B. Riley Principal Merger Corp. | COMMON | 05586Y106 | 123 | 12,300 | SH | SOLE | 12,300 | 0 | 0 | ||
| Cemex S.A. | CONVRT BOND | 151290BR3 | 42,389 | 42,267,000 | PRN | SOLE | 35,227,000 | 0 | 7,040,000 | ||
| Cemex S.A. | CONVRT BOND | 151290BT9 | 34,115 | 34,017,000 | PRN | SOLE | 27,885,000 | 0 | 6,132,000 | ||
| ECHOSTAR COMMUNICATIONS | CONVRT BOND | 25470MAD1 | 4,566 | 5,000,000 | PRN | SOLE | 5,000,000 | 0 | 0 | ||
| Forum Merger II Corp | COMMON | 34986F103 | 153 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Galileo Acquisition Corp. | COMMON | G3770A102 | 98 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Graf Industrial Corp | COMMON | 384278107 | 153 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Goldman Sachs BDC Inc. | CONVRT BOND | 38147UAB3 | 22,666 | 22,028,000 | PRN | SOLE | 13,108,000 | 0 | 8,920,000 | ||
| Hennessy Capital Acquisition | COMMON | 42589C203 | 102 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Hercules Capital, Inc. | CONVRT BOND | 427096AF9 | 15,031 | 14,717,000 | PRN | SOLE | 10,077,000 | 0 | 4,640,000 | ||
| LF Capital Acquisition Corp. | COMMON | 50200K207 | 104 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Megalith Financial Acquisition Corp. | COMMON | 58518F208 | 103 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| Mudrick Capital Acquisition | COMMON | 624745105 | 155 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| Netfin Acquisition Corp | COMMON | G6455A107 | 100 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| New Mountain Finance Corporation | CONVRT BOND | 647551AC4 | 42,996 | 41,000,000 | PRN | SOLE | 26,000,000 | 0 | 15,000,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAF7 | 4,900 | 5,000,000 | PRN | SOLE | 3,790,000 | 0 | 1,210,000 | ||
| Nuance Communications, Inc. | CONVRT BOND | 67020YAK6 | 9,678 | 9,624,000 | PRN | SOLE | 9,624,000 | 0 | 0 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAQ5 | 4,541 | 4,529,000 | PRN | SOLE | 3,849,000 | 0 | 680,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAR3 | 81,356 | 79,366,000 | PRN | SOLE | 61,476,000 | 0 | 17,890,000 | ||
| PROSPECT CAPITAL CORP | CONVRT BOND | 74348TAT9 | 31,843 | 30,000,000 | PRN | SOLE | 16,500,000 | 0 | 13,500,000 | ||
| BlackRock TCP Capital Corp. | CONVRT BOND | 87238QAD5 | 18,543 | 18,224,000 | PRN | SOLE | 8,564,000 | 0 | 9,660,000 | ||
| Trident Acquisitions Corp. | COMMON | 89615T106 | 111 | 10,491 | SH | SOLE | 10,491 | 0 | 0 | ||
| TiVo Corporation | CONVRT BOND | 779376AD4 | 941 | 950,000 | PRN | SOLE | 790,000 | 0 | 160,000 | ||
| TPG Specialty Lending, Inc. | CONVRT BOND | 87265KAD4 | 23,747 | 22,421,000 | PRN | SOLE | 11,921,000 | 0 | 10,500,000 | ||
| Twitter, Inc. | CONVRT BOND | 90184LAD4 | 26,161 | 26,901,000 | PRN | SOLE | 22,671,000 | 0 | 4,230,000 | ||