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
Estimated average burden
hours per response: 23.8
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
East Stone Acquisition Corp. COMMON G2911D108 1,972 200,000 SH   SOLE   200,000 0 0
East Stone Acquisition Corp. OPTION G2911D108 197 20,000 SH Call SOLE   20,000 0 0
East Stone Acquisition Corp. OPTION G2911D108 986 100,000 SH Call SOLE   100,000 0 0
Acamar Partners Acquisition Corp. COMMON 004285102 5,963 581,774 SH   SOLE   581,774 0 0
Alussa Energy Acquisition Corp COMMON G0232J101 985 100,000 SH   SOLE   100,000 0 0
AMCI Acquisition Corp COMMON 00165R101 1,684 164,803 SH   SOLE   164,803 0 0
Amplitude Healthcare Acquisition Corporation COMMON 03212A105 2,702 266,900 SH   SOLE   266,900 0 0
Apex Technology Acquisition Co COMMON 03768F102 4,096 400,000 SH   SOLE   400,000 0 0
Apex Technology Acquisition Co OPTION 03768F102 1,045 102,047 SH Call SOLE   102,047 0 0
Ares Capital Corporation CONVRT BOND 04010LAT0 23,107 23,484,000 PRN   SOLE   22,274,000 0 1,210,000
Ares Capital Corporation CONVRT BOND 04010LAW3 25,021 25,696,000 PRN   SOLE   15,469,000 0 10,227,000
Ares Capital Corporation COMMON 04010L103 2,384 165,000 SH   SOLE   165,000 0 0
ARYA Sciences Acquisition Corp. II UNIT G31655114 464 40,000 SH   SOLE   40,000 0 0
Barings BDC Inc COMMON 06759L103 1,522 191,733 SH   SOLE   191,733 0 0
Bain Capital Specialty Finance, Inc COMMON 05684B107 1,028 92,750 SH   SOLE   92,750 0 0
BlackRock Capital Investment Corp CONVRT BOND 092533AC2 36,480 41,530,000 PRN   SOLE   33,500,000 0 8,030,000
BlackRock Capital Investment Corp COMMON 092533108 316 118,223 SH   SOLE   118,223 0 0
Cardtronics, Inc. CONVRT BOND 14161HAG3 14,890 15,098,000 PRN   SOLE   14,138,000 0 960,000
CITIC Capital Acquisition Corp. COMMON G21513109 3,192 325,000 SH   SOLE   325,000 0 0
CITIC Capital Acquisition Corp. OPTION G21513109 1,596 162,500 SH Call SOLE   162,500 0 0
Crescent Capital BDC Inc COMMON 225655109 1,017 80,469 SH   SOLE   80,469 0 0
Churchill Capital Corp II COMMON 17143G106 5,435 481,000 SH   SOLE   481,000 0 0
Churchill Capital Corp III COMMON 17144C104 3,540 328,120 SH   SOLE   328,120 0 0
Churchill Capital Corp III OPTION 17144C104 885 82,030 SH Call SOLE   82,030 0 0
CF Finance Acquisition Corp. COMMON 12528N107 5,202 479,438 SH   SOLE   479,438 0 0
TCG BDC Inc COMMON 872280102 879 102,600 SH   SOLE   102,600 0 0
Collective Growth Corp UNIT 19424L200 713 75,000 SH   SOLE   75,000 0 0
Chardan Healthcare Acquisition 2 Corp UNIT 15957T206 1,313 125,000 SH   SOLE   125,000 0 0
CHP Merger Corp COMMON 12558Y106 3,984 400,000 SH   SOLE   400,000 0 0
CHP Merger Corp OPTION 12558Y106 548 55,000 SH Call SOLE   55,000 0 0
CIIG Merger Corp. COMMON 12559C103 2,596 262,205 SH   SOLE   262,205 0 0
CIIG Merger Corp. OPTION 12559C103 109 11,053 SH Call SOLE   11,053 0 0
Crescent Acquisition Corp COMMON 22564L105 2,929 280,000 SH   SOLE   280,000 0 0
Capital Southwest Corp COMMON 140501107 847 62,800 SH   SOLE   62,800 0 0
LGL Systems Acquisition Corp COMMON 50201G106 3,470 350,000 SH   SOLE   350,000 0 0
LGL Systems Acquisition Corp OPTION 50201G106 1,735 175,000 SH Call SOLE   175,000 0 0
DFP Healthcare Acquisitions Corp. COMMON 23343Q100 2,513 250,000 SH   SOLE   250,000 0 0
DFP Healthcare Acquisitions Corp. OPTION 23343Q100 628 62,500 SH Call SOLE   62,500 0 0
Dish Network Corporation CONVRT BOND 25470MAD1 4,474 5,000,000 PRN   SOLE   5,000,000 0 0
dMY Technology Group, Inc. COMMON 233253103 2,674 266,611 SH   SOLE   266,611 0 0
dMY Technology Group, Inc. OPTION 233253103 1,323 131,900 SH Call SOLE   131,900 0 0
Diamond Peak Holdings Corp COMMON 25280H100 5,151 500,072 SH   SOLE   500,072 0 0
Experience Investment Corp COMMON 30217C109 4,089 410,124 SH   SOLE   410,124 0 0
Fidus Investment Corp COMMON 316500107 1,197 132,000 SH   SOLE   132,000 0 0
Flying Eagle Acquisition Corp. COMMON 34407Y103 4,118 375,000 SH   SOLE   375,000 0 0
Flying Eagle Acquisition Corp. OPTION 34407Y103 686 62,500 SH Call SOLE   62,500 0 0
FireEye, Inc. CONVRT BOND 31816QAD3 45,627 48,401,000 PRN   SOLE   43,641,000 0 4,760,000
FS KKR Capital Corporation COMMON 302635206 1,033 73,750 SH   SOLE   73,750 0 0
FS KKR Capital Corporation II COMMON 35952V303 129 10,000 SH   SOLE   10,000 0 0
FinServ Acquisition Corp COMMON 318085107 3,929 394,898 SH   SOLE   394,898 0 0
FinServ Acquisition Corp OPTION 318085107 473 47,550 SH Call SOLE   47,550 0 0
FinTech Acquisition Corp III COMMON 31811A101 3,529 316,191 SH   SOLE   316,191 0 0
Fusion Acquisition Corp UNIT 36118H204 2,032 200,000 SH   SOLE   200,000 0 0
Fortress Value Acquisition Corp COMMON 34962V106 3,512 352,276 SH   SOLE   352,276 0 0
Fortress Value Acquisition Corp OPTION 34962V106 1,163 116,666 SH Call SOLE   116,666 0 0
Golub Capital BDC Inc COMMON 38173M102 2,063 177,100 SH   SOLE   177,100 0 0
Gores Holdings IV, Inc. COMMON 382865103 1,374 135,501 SH   SOLE   135,501 0 0
Gores Holdings IV, Inc. OPTION 382865103 343 33,875 SH Call SOLE   33,875 0 0
GigCapital3, Inc UNIT 37519D206 1,156 115,188 SH   SOLE   115,188 0 0
GigCapital2 Inc COMMON 375036100 948 93,516 SH   SOLE   93,516 0 0
Galileo Acquisition Corp. COMMON G3770A102 1,558 157,240 SH   SOLE   157,240 0 0
Gores Metropoulos Inc COMMON 382872109 6,308 590,100 SH   SOLE   590,100 0 0
GS Acquisition Holdings Corp UNIT 36258Q204 526 50,000 SH   SOLE   50,000 0 0
Goldman Sachs BDC Inc. CONVRT BOND 38147UAB3 28,276 28,562,000 PRN   SOLE   21,512,000 0 7,050,000
Goldman Sachs BDC Inc. COMMON 38147U107 756 46,593 SH   SOLE   46,593 0 0
GX Acquisition Corp COMMON 36251A107 1,846 181,000 SH   SOLE   181,000 0 0
GX Acquisition Corp OPTION 36251A107 255 25,000 SH Call SOLE   25,000 0 0
Hennessy Capital Acquisition COMMON 42589C104 7,633 710,000 SH   SOLE   710,000 0 0
Healthcare Merger Corp. COMMON 42227L102 4,631 462,180 SH   SOLE   462,180 0 0
Healthcare Merger Corp. OPTION 42227L102 1,076 107,390 SH Call SOLE   107,390 0 0
Hudson Executive Investment Cop. UNIT 443761200 7,175 700,000 SH   SOLE   700,000 0 0
Hercules Capital, Inc. CONVRT BOND 427096AF9 18,035 18,511,000 PRN   SOLE   15,781,000 0 2,730,000
Hercules Capital, Inc. COMMON 427096508 1,761 168,200 SH   SOLE   168,200 0 0
Haymaker Acquisition Corp II COMMON 42087L101 5,175 500,000 SH   SOLE   500,000 0 0
Social Capital Hedosophia Holdings Corp. II COMMON G8250T109 1,956 166,465 SH   SOLE   166,465 0 0
Social Capital Hedosophia Holdings Corp. II OPTION G8250T109 652 55,488 SH Call SOLE   55,488 0 0
Social Capital Hedosophia Holdings Corp. III COMMON G8251K107 2,236 200,000 SH   SOLE   200,000 0 0
Social Capital Hedosophia Holdings Corp. III OPTION G8251K107 745 66,666 SH Call SOLE   66,666 0 0
Interprivate Acquisition Corp. COMMON 46064A103 2,728 275,000 SH   SOLE   275,000 0 0
Interprivate Acquisition Corp. OPTION 46064A103 1,364 137,500 SH Call SOLE   137,500 0 0
Juniper Industrial Holdings, Inc. COMMON 48205G106 3,062 307,101 SH   SOLE   307,101 0 0
Juniper Industrial Holdings, Inc. OPTION 48205G106 531 53,300 SH Call SOLE   53,300 0 0
Jaws Acquisition Corp UNIT G50744120 7,163 686,731 SH   SOLE   686,731 0 0
Kensington Capital Acquisition Corp. UNIT 490073202 4,008 400,000 SH   SOLE   400,000 0 0
Union Acquisition Corp COMMON G9402Q100 1,803 180,304 SH   SOLE   180,304 0 0
Landcadia Holdings II Inc. COMMON 51476X105 164 10,000 SH   SOLE   10,000 0 0
LF Capital Acquisition Corp. COMMON 50200K108 1,878 175,560 SH   SOLE   175,560 0 0
Longview Acquisition Corp. UNIT 543195200 2,525 250,000 SH   SOLE   250,000 0 0
Live Oak Acquisition Corp COMMON 53804F103 980 100,000 SH   SOLE   100,000 0 0
Live Oak Acquisition Corp OPTION 53804F103 490 50,000 SH Call SOLE   50,000 0 0
Lifesci Acquisition Corp. COMMON 53228P109 333 32,344 SH   SOLE   32,344 0 0
Lifesci Acquisition Corp. OPTION 53228P109 167 16,172 SH Call SOLE   16,172 0 0
Main Street Capital Corp COMMON 56035L104 716 23,000 SH   SOLE   23,000 0 0
Merida Merger Corp I COMMON 58953M106 150 15,337 SH   SOLE   15,337 0 0
Newborn Acquisition Corp. COMMON G6463T106 496 50,000 SH   SOLE   50,000 0 0
Newborn Acquisition Corp. OPTION G6463T106 248 25,000 SH Call SOLE   25,000 0 0
Netfin Acquisition Corp COMMON G6455A107 1,075 100,000 SH   SOLE   100,000 0 0
New Mountain Finance Corporation CONVRT BOND 647551AC4 38,437 41,000,000 PRN   SOLE   26,000,000 0 15,000,000
New Mountain Finance Corporation COMMON 647551100 836 90,000 SH   SOLE   90,000 0 0
Novus Capital Corporation UNIT 67012U207 173 16,492 SH   SOLE   16,492 0 0
New Providence Acquisition Corp COMMON 64822P106 4,069 403,683 SH   SOLE   403,683 0 0
New Providence Acquisition Corp OPTION 64822P106 392 38,855 SH Call SOLE   38,855 0 0
Oaktree Acquisition Corp COMMON G67145105 854 83,925 SH   SOLE   83,925 0 0
Oaktree Strategic Income Corp COMMON 67402D104 1,000 157,771 SH   SOLE   157,771 0 0
Oaktree Specialty Lending Co COMMON 67401P108 1,465 327,700 SH   SOLE   327,700 0 0
Owl Rock Capital Corporation COMMON 69121K104 2,121 172,000 SH   SOLE   172,000 0 0
CC Neuberger Principal Holdings I COMMON G1992Y114 2,014 200,000 SH   SOLE   200,000 0 0
CC Neuberger Principal Holdings I OPTION G1992Y114 671 66,666 SH Call SOLE   66,666 0 0
Pivotal Investment Corp II COMMON 72582K100 4,956 488,302 SH   SOLE   488,302 0 0
Pivotal Investment Corp II OPTION 72582K100 305 30,026 SH Call SOLE   30,026 0 0
Pennantpark Investment Corporation COMMON 708062104 491 140,000 SH   SOLE   140,000 0 0
PROSPECT CAPITAL CORP CONVRT BOND 74348TAR3 45,350 48,106,000 PRN   SOLE   30,196,000 0 17,910,000
PROSPECT CAPITAL CORP CONVRT BOND 74348TAT9 28,532 29,125,000 PRN   SOLE   16,015,000 0 13,110,000
Proptech Acquisition Corporation COMMON 74349F101 4,568 450,000 SH   SOLE   450,000 0 0
RMG Acquisition Corp COMMON 749641106 5,115 500,000 SH   SOLE   500,000 0 0
Replay Acquisition Corp COMMON G75130107 1,624 159,234 SH   SOLE   159,234 0 0
Software Acquisition Group Inc. COMMON 83406B101 1,989 197,900 SH   SOLE   197,900 0 0
Software Acquisition Group Inc. OPTION 83406B101 503 50,000 SH Call SOLE   50,000 0 0
Saratoga Investment Corp COMMON 80349A208 1,027 65,000 SH   SOLE   65,000 0 0
Switchback Energy Acquisition Corporation COMMON 87105M102 1,840 183,115 SH   SOLE   183,115 0 0
Switchback Energy Acquisition Corporation OPTION 87105M102 271 26,977 SH Call SOLE   26,977 0 0
Stellus Capital Investment Coporation COMMON 858568108 692 95,000 SH   SOLE   95,000 0 0
SCVX Corp. COMMON G79448208 2,988 300,000 SH   SOLE   300,000 0 0
SCVX Corp. OPTION G79448208 872 87,500 SH Call SOLE   87,500 0 0
Osprey Technology Acquisition Corp. COMMON 68839R104 5,073 505,000 SH   SOLE   505,000 0 0
Osprey Technology Acquisition Corp. OPTION 68839R104 527 52,500 SH Call SOLE   52,500 0 0
Solar Capital Ltd COMMON 83413U100 1,361 85,000 SH   SOLE   85,000 0 0
South Mountain Merger Corp COMMON 838884104 1,293 126,914 SH   SOLE   126,914 0 0
Sustainable Opportunities Acquisition Corp UNIT G8598Y125 6,619 655,353 SH   SOLE   655,353 0 0
Spartan Energy Acquisition Corp. COMMON 846784106 5,361 500,062 SH   SOLE   500,062 0 0
Stable Road Acquisition Corp COMMON 85236Q109 1,023 102,800 SH   SOLE   102,800 0 0
Silver Spike Acquisition Corp. COMMON G8136L106 1,957 193,160 SH   SOLE   193,160 0 0
Solar Senior Capital Ltd COMMON 83416M105 1,028 80,094 SH   SOLE   80,094 0 0
Supernus Pharmaceuticals Inc CONVRT BOND 868459AD0 26,252 29,830,000 PRN   SOLE   29,830,000 0 0
Blackrock TCP Capital Corp CONVRT BOND 87238QAD5 30,269 31,044,000 PRN   SOLE   21,384,000 0 9,660,000
Blackrock TCP Capital Corp COMMON 09259E108 847 92,700 SH   SOLE   92,700 0 0
TEVA PHARM FINANCE LLC CONVRT BOND 88163VAE9 29,198 30,151,000 PRN   SOLE   28,381,000 0 1,770,000
Thunder Bridge Acquisition II COMMON G8857S116 4,545 450,000 SH   SOLE   450,000 0 0
Tuscan Holdings Corp COMMON 90069K104 188 18,340 SH   SOLE   18,340 0 0
TriplePoint Venture Growth BDC Corp. COMMON 89677Y100 1,546 150,368 SH   SOLE   150,368 0 0
Trebia Acquisition Corp UNIT G9027T125 2,613 250,000 SH   SOLE   250,000 0 0
Trine Acquisition Corp COMMON 89628U108 4,675 447,381 SH   SOLE   447,381 0 0
Trine Acquisition Corp OPTION 89628U108 449 42,928 SH Call SOLE   42,928 0 0
Sixth Street Specialty Lending CONVRT BOND 87265KAD4 15,986 15,900,000 PRN   SOLE   7,280,000 0 8,620,000
Sixth Street Specialty Lending COMMON 83012A109 1,022 62,000 SH   SOLE   62,000 0 0
Twitter, Inc. CONVRT BOND 90184LAD4 47,709 48,756,000 PRN   SOLE   43,686,000 0 5,070,000
Foley Trasimene Acquisition Corp UNIT 34431F203 5,335 500,000 SH   SOLE   500,000 0 0
Yunhong International COMMON G98882106 976 100,000 SH   SOLE   100,000 0 0
Yunhong International OPTION G98882106 98 10,000 SH Call SOLE   10,000 0 0
Yunhong International OPTION G98882106 488 50,000 SH Call SOLE   50,000 0 0