Location: Bala Cynwyd, PA
CIK: 0001218275 · Show all filings
Period: Q4 2019 (← Previous) (Next →)
Filing Date: Feb 14, 2020
Total Value: $451M (0.3% shares, 99.7% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | PROSPECT CAPITAL CORP | 79,366,000 | $81.36M | 18.0% | $1.00 | — | CONVRT BOND | 74348TAR3 |
| — | Ares Capital Corporation | 42,053,000 | $44.61M | 9.9% | $0.99 | — | CONVRT BOND | 04010LAW3 |
| — | New Mountain Finance Corporation | 41,000,000 | $43M | 9.5% | $1.01 | — | CONVRT BOND | 647551AC4 |
| — | Cemex S.A. | 42,267,000 | $42.39M | 9.4% | $1.00 | — | CONVRT BOND | 151290BR3 |
| — | BlackRock Capital Investment Corp | 39,530,000 | $39.53M | 8.8% | $1.01 | — | CONVRT BOND | 092533AC2 |
| — | Cemex S.A. | 34,017,000 | $34.12M | 7.6% | $1.00 | — | CONVRT BOND | 151290BT9 |
| — | PROSPECT CAPITAL CORP | 30,000,000 | $31.84M | 7.1% | $0.98 | — | CONVRT BOND | 74348TAT9 |
| — | Twitter, Inc. | 26,901,000 | $26.16M | 5.8% | $0.96 | — | CONVRT BOND | 90184LAD4 |
| — | TPG Specialty Lending, Inc. | 22,421,000 | $23.75M | 5.3% | $1.02 | — | CONVRT BOND | 87265KAD4 |
| — | Goldman Sachs BDC Inc. | 22,028,000 | $22.67M | 5.0% | $1.02 | — | CONVRT BOND | 38147UAB3 |
| — | BlackRock TCP Capital Corp. | 18,224,000 | $18.54M | 4.1% | $1.04 | — | CONVRT BOND | 87238QAD5 |
| — | Hercules Capital, Inc. | 14,717,000 | $15.03M | 3.3% | $0.98 | — | CONVRT BOND | 427096AF9 |
| — | Nuance Communications, Inc. | 9,624,000 | $9.678M | 2.1% | $0.90 | — | CONVRT BOND | 67020YAK6 |
| — | Nuance Communications, Inc. | 5,000,000 | $4.9M | 1.1% | $0.98 | — | CONVRT BOND | 67020YAF7 |
| — | ECHOSTAR COMMUNICATIONS | 5,000,000 | $4.566M | 1.0% | $0.88 | — | CONVRT BOND | 25470MAD1 |
| — | PROSPECT CAPITAL CORP | 4,529,000 | $4.541M | 1.0% | $1.00 | — | CONVRT BOND | 74348TAQ5 |
| — | Ares Capital Corporation | 1,660,000 | $1.721M | 0.4% | $1.02 | — | CONVRT BOND | 04010LAT0 |
| — | TiVo Corporation | 950,000 | $941K | 0.2% | $0.98 | — | CONVRT BOND | 779376AD4 |
| — | ARYA Sciences Acquisition | 15,000 | $156K | 0.0% | $10.00 | — | COMMON | G3165V109 |
| — | Mudrick Capital Acquisition | 15,000 | $155K | 0.0% | $10.20 | — | COMMON | 624745105 |
| — | Graf Industrial Corp | 15,000 | $153K | 0.0% | $9.84 | — | COMMON | 384278107 |
| — | Forum Merger II Corp | 15,000 | $153K | 0.0% | $9.95 | — | COMMON | 34986F103 |
| — | AMCI Acquisition Corp | 14,803 | $150K | 0.0% | $10.13 | — | COMMON | 00165R200 |
| — | B. Riley Principal Merger Corp. | 12,300 | $123K | 0.0% | $10.00 | — | COMMON | 05586Y106 |
| — | Trident Acquisitions Corp. | 10,491 | $111K | 0.0% | $10.24 | — | COMMON | 89615T106 |
| — | LF Capital Acquisition Corp. | 10,000 | $104K | 0.0% | $10.40 | — | COMMON | 50200K207 |
| — | Megalith Financial Acquisition Corp. | 10,000 | $103K | 0.0% | $10.30 | — | COMMON | 58518F208 |
| — | Hennessy Capital Acquisition | 10,000 | $102K | 0.0% | $10.20 | — | COMMON | 42589C203 |
| NFIN | Netfin Acquisition Corp | 10,000 | $100K | 0.0% | $10.00 | — | COMMON | G6455A107 |
| — | Galileo Acquisition Corp. | 10,000 | $98,000 | 0.0% | $9.80 | — | COMMON | G3770A102 |