Location: Bala Cynwyd, PA
CIK: 0001218275 · Show all filings
Period: Q3 2019 (← Previous) (Next →)
Filing Date: Nov 14, 2019
Total Value: $513M (0.4% shares, 99.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | PROSPECT CAPITAL CORP | 74,861,000 | $77M | 15.0% | $1.03 | $1.00 | — | CONVRT BOND | 74348TAR3 |
| — | Ares Capital Corporation | 49,500,000 | $52.35M | 10.2% | $1.06 | $0.99 | — | CONVRT BOND | 04010LAW3 |
| — | New Mountain Finance Corporation | 41,000,000 | $42.96M | 8.4% | $1.05 | $1.01 | — | CONVRT BOND | 647551AC4 |
| — | Cemex S.A. | 39,857,000 | $39.85M | 7.8% | $1.00 | $1.00 | — | CONVRT BOND | 151290BR3 |
| — | Blackrock TCP Capital Corp. | 39,325,000 | $39.56M | 7.7% | $1.01 | $1.00 | — | CONVRT BOND | 87238QAB9 |
| — | BlackRock Capital Investment Corp | 35,030,000 | $35.03M | 6.8% | $1.00 | $1.01 | — | CONVRT BOND | 092533AC2 |
| — | Cemex S.A. | 32,024,000 | $32.02M | 6.2% | $1.00 | $1.00 | — | CONVRT BOND | 151290BT9 |
| — | PROSPECT CAPITAL CORP | 30,000,000 | $31.77M | 6.2% | $1.06 | $0.98 | — | CONVRT BOND | 74348TAT9 |
| — | TPG Specialty Lending, Inc. | 30,156,000 | $30.32M | 5.9% | $1.01 | $1.01 | — | CONVRT BOND | 87265KAB8 |
| — | Goldman Sachs BDC Inc. | 27,428,000 | $28.15M | 5.5% | $1.03 | $1.02 | — | CONVRT BOND | 38147UAB3 |
| — | TPG Specialty Lending, Inc. | 22,421,000 | $23.46M | 4.6% | $1.05 | $1.02 | — | CONVRT BOND | 87265KAD4 |
| — | Blackrock TCP Capital Corp. | 18,224,000 | $18.76M | 3.7% | $1.03 | $1.04 | — | CONVRT BOND | 87238QAD5 |
| — | Hercules Capital, Inc. | 17,717,000 | $18.2M | 3.5% | $1.03 | $0.98 | — | CONVRT BOND | 427096AF9 |
| — | Nuance Communications, Inc. | 9,624,000 | $9.104M | 1.8% | $0.95 | $0.90 | — | CONVRT BOND | 67020YAK6 |
| — | Cardtronics, Inc. | 6,500,000 | $6.376M | 1.2% | $0.98 | $0.98 | — | CONVRT BOND | 14161HAG3 |
| — | Twitter, Inc. | 6,021,000 | $5.927M | 1.2% | $0.98 | $0.92 | — | CONVRT BOND | 90184LAD4 |
| — | Ares Capital Corporation | 5,245,000 | $5.433M | 1.1% | $1.04 | $1.02 | — | CONVRT BOND | 04010LAT0 |
| — | Nuance Communications, Inc. | 5,000,000 | $4.885M | 1.0% | $0.98 | $0.98 | — | CONVRT BOND | 67020YAF7 |
| — | Dish Network Corp. | 5,000,000 | $4.404M | 0.9% | $0.88 | $0.88 | — | CONVRT BOND | 25470MAD1 |
| — | SYNAPTICS INC | 3,500,000 | $3.261M | 0.6% | $0.93 | $0.89 | — | CONVRT BOND | 87157DAD1 |
| — | PROSPECT CAPITAL CORP | 1,295,000 | $1.307M | 0.3% | $1.01 | $1.01 | — | CONVRT BOND | 74348TAQ5 |
| — | TiVo Corporation | 950,000 | $935K | 0.2% | $0.98 | $0.98 | — | CONVRT BOND | 779376AD4 |
| — | Trident Acquisitions Corp. | 15,000 | $156K | 0.0% | $10.40 | $10.24 | — | COMMON | 89615T106 |
| — | ARYA Sciences Acquisition | 15,000 | $155K | 0.0% | $10.33 | $10.00 | — | COMMON | G3165V109 |
| — | Mudrick Capital Acquisition | 15,000 | $154K | 0.0% | $10.27 | $10.20 | — | COMMON | 624745105 |
| — | Forum Merger II Corp | 15,000 | $152K | 0.0% | $10.13 | $9.95 | — | COMMON | 34986F103 |
| — | Graf Industrial Corp | 15,000 | $151K | 0.0% | $10.07 | $9.84 | — | COMMON | 384278107 |
| — | Boxwood Merger Corp | 15,000 | $151K | 0.0% | $10.07 | $9.87 | — | COMMON | 10319T101 |
| — | Monocle Acquisition Corp | 15,000 | $150K | 0.0% | $10.00 | $9.93 | — | COMMON | 609754106 |
| — | AMCI Acquisition Corp | 14,803 | $148K | 0.0% | $10.00 | $9.93 | — | COMMON | 00165R101 |
| — | LF Capital Acquisition Corp. | 10,000 | $103K | 0.0% | $10.30 | $10.20 | — | COMMON | 50200K108 |
| — | Sentinel Energy Services Inc. | 10,000 | $103K | 0.0% | $10.30 | $10.00 | — | COMMON | 81728P105 |
| — | Megalith Financial Acquisition Corp. | 10,000 | $102K | 0.0% | $10.20 | $10.00 | — | COMMON | 58518F109 |
| — | Allegro Merger Corp. | 10,000 | $102K | 0.0% | $10.20 | $9.90 | — | COMMON | 01749N103 |
| — | EdtechX Holding Acquisition | 10,000 | $102K | 0.0% | $10.20 | $9.90 | — | COMMON | 28138X103 |
| — | DD3 Acquisition Corp. | 10,000 | $102K | 0.0% | $10.20 | $10.00 | — | COMMON | G2692M103 |
| — | ChaSerg Technology Acquisition Corp. | 10,000 | $101K | 0.0% | $10.10 | $10.00 | — | COMMON | 16166A103 |
| — | Hennessy Capital Acquisition | 10,000 | $100K | 0.0% | $10.00 | $9.90 | — | COMMON | 42589C104 |