Location: Bala Cynwyd, PA
CIK: 0001218275 · Show all filings
Period: Q4 2015 (← Previous) (Next →)
Filing Date: Feb 16, 2016
Total Value: $567M (0.4% shares, 99.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | Ares Capital Corporation | 79,758,000 | $79.78M | 14.1% | $1.03 | — | CONVRT BOND | 04010LAB9 |
| — | PROSPECT CAPITAL CORP | 70,317,000 | $70.83M | 12.5% | $1.03 | — | CONVRT BOND | 74348TAD4 |
| — | Apollo Investment Corp | 58,394,000 | $58.41M | 10.3% | $1.02 | — | CONVRT BOND | 03761UAE6 |
| — | Ares Capital Corporation | 41,704,000 | $41.79M | 7.4% | $1.00 | — | CONVRT BOND | 04010LAD5 |
| — | Fifth Street Finance Corporation | 41,390,000 | $41.48M | 7.3% | $1.02 | — | CONVRT BOND | 31679BAC4 |
| — | Cemex S.A.B. De C.V. | 33,941,000 | $33.83M | 6.0% | $1.00 | — | CONVRT BOND | 151290BB8 |
| — | New Mountain Finance Corporation | 32,040,000 | $31.31M | 5.5% | $1.00 | — | CONVRT BOND | 647551AB6 |
| — | PROSPECT CAPITAL CORP | 30,688,000 | $29.38M | 5.2% | $0.99 | — | CONVRT BOND | 74348TAM4 |
| — | TCP Capital Corp | 28,300,000 | $28M | 4.9% | $0.99 | — | CONVRT BOND | 87238QAB9 |
| — | PROSPECT CAPITAL CORP | 24,667,000 | $24.16M | 4.3% | $1.00 | — | CONVRT BOND | 74348TAL6 |
| — | Ares Capital Corporation | 22,435,000 | $22.33M | 3.9% | $1.02 | — | CONVRT BOND | 04010LAM5 |
| — | PROSPECT CAPITAL CORP | 21,488,000 | $21.31M | 3.8% | $1.00 | — | CONVRT BOND | 74348TAK8 |
| — | BlackRock Kelso Capital Corp | 20,600,000 | $21.24M | 3.7% | $1.03 | — | CONVRT BOND | 092533AB4 |
| — | Ares Capital Corporation | 17,793,000 | $17.82M | 3.1% | $1.02 | — | CONVRT BOND | 04010LAJ2 |
| — | TPG Specialty Lending, Inc. | 16,710,000 | $16.53M | 2.9% | $1.01 | — | CONVRT BOND | 87265KAB8 |
| — | PROSPECT CAPITAL CORP | 11,740,000 | $10.25M | 1.8% | $0.94 | — | CONVRT BOND | 74348TAQ5 |
| — | Ares Capital Corporation | 9,622,000 | $9.707M | 1.7% | $1.04 | — | CONVRT BOND | 04010LAG8 |
| — | Iconix Brand Group, Inc. | 7,500,000 | $6.658M | 1.2% | $0.95 | — | CONVRT BOND | 451055AE7 |
| — | American Capital Ltd. | 34,500 | $476K | 0.1% | $12.17 | — | COMMON | 02503Y103 |
| SVVC | Firsthand Technology Value Fund, Inc. | 45,844 | $375K | 0.1% | $11.71 | -31.9% | COMMON | 33766Y100 |
| — | BlackRock Kelso Capital Corp | 27,700 | $260K | 0.0% | $8.84 | — | COMMON | 092533108 |
| SLRC | Solar Capital Ltd | 14,900 | $245K | 0.0% | $6.66 | +0.3% | COMMON | 83413U100 |
| GBDC | Golub Capital BDC Inc | 12,400 | $206K | 0.0% | $6.39 | +3.5% | COMMON | 38173M102 |
| PSEC | PROSPECT CAPITAL CORP | 24,000 | $168K | 0.0% | $2.09 | +0.8% | COMMON | 74348T102 |
| HTGC | Hercules Technology Growth Capital, Inc. | 13,400 | $163K | 0.0% | $11.34 | -0.7% | COMMON | 427096508 |
| — | Fifth Street Finance Corporation | 25,400 | $162K | 0.0% | $6.18 | — | COMMON | 31678A103 |
| — | Iconix Brand Group, Inc. | 21,700 | $148K | 0.0% | $13.50 | — | COMMON | 451055107 |
| HRZN | Horizon Technology Finance | 11,400 | $134K | 0.0% | $3.24 | +5.4% | COMMON | 44045A102 |
| — | Alcentra Capital Corp | 10,500 | $122K | 0.0% | $11.62 | — | COMMON | 01374T102 |