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