Location: Santa Monica, CA
CIK: 0001453885 · Show all filings
Period: Q1 2021 (← Previous) (Next →)
Filing Date: May 12, 2021
Total Value: $455M (94.4% shares, 5.6% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FS KKR CAP CORP II | 3,201,850 | $62.53M | 13.7% | $19.53 | $18.28 | — | COM | 35952V303 |
| — | DIEBOLD INC | 3,411,961 | $48.21M | 10.6% | $14.13 | $11.02 | — | COM | 253651103 |
| FSK | FS KKR CAP CORP | 2,422,224 | $48.03M | 10.6% | $19.83 * | $6.40 | +58.9% | COM | 302635206 |
| — | EXTRACTION OIL & GAS INC | 1,214,810 | $41.99M | 9.2% | $34.56 | $34.56 | — | COM | 30227M303 |
| HYG | ISHARES TR | 351,199 | $30.62M | 6.7% | $87.18 | $87.00 | +0.2% | IBOXX HI YD ETF | 464288513 |
| — | HIGHLAND INCOME FD | 2,626,720 | $29.13M | 6.4% | $11.09 | $11.07 | — | HIGHLAND INCOME | 43010E404 |
| VYX | NCR CORP NEW | 561,165 | $21.3M | 4.7% | $37.95 * | $12.85 | +81.2% | COM | 62886E108 |
| — | INVESCO MORTGAGE CAPITAL INC | 5,112,093 | $20.5M | 4.5% | $4.01 | $3.80 | — | COM | 46131B100 |
| VEL | VELOCITY FINL INC | 2,048,745 | $18.17M | 4.0% | $8.87 | $7.21 | +23.0% | COM | 92262D101 |
| — | INVESCO SR INCOME TR | 3,367,131 | $14.14M | 3.1% | $4.20 | $4.20 | — | COM | 46131H107 |
| — | SINCLAIR BROADCAST GROUP INC | 457,193 | $13.38M | 2.9% | $29.26 | $30.41 | — | CL A | 829226109 |
| — | MFA FINL INC | 3,145,754 | $12.8M | 2.8% | $4.07 | $3.93 | — | COM | 55272X102 |
| — | RWT HLDGS INC | 12,250,000 | $12.21M | 2.7% | $1.00 | $0.95 | — | NOTE 5.750%10/0 | 749772AD1 |
| MTG | MGIC INVT CORP WIS | 609,296 | $8.439M | 1.9% | $13.85 | $12.34 | +12.2% | COM | 552848103 |
| JNK | SPDR SER TR | 75,315 | $8.194M | 1.8% | $108.80 | $104.53 | +4.1% | BLOOMBERG BRCLYS | 78468R622 |
| — | REDWOOD TR INC | 7,153,000 | $7.039M | 1.5% | $0.98 | $0.92 | — | NOTE 5.625% 7/1 | 758075AD7 |
| ESNT | ESSENT GROUP LTD | 134,415 | $6.383M | 1.4% | $47.49 * | $39.58 | +10.2% | COM | G3198U102 |
| — | MFA FINL INC | 4,000,000 | $3.96M | 0.9% | $0.99 | $0.99 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| CMLS | CUMULUS MEDIA INC | 375,063 | $3.417M | 0.8% | $9.11 * | $14.56 | -32.6% | COM CL A | 231082801 |
| — | MONEYGRAM INTL INC | 483,222 | $3.175M | 0.7% | $6.57 | $2.02 | — | COM NEW | 60935Y208 |
| RDN | RADIAN GROUP INC | 135,000 | $3.139M | 0.7% | $23.25 * | $20.00 | -0.2% | COM | 750236101 |
| — | LISTED FD TR | 100,000 | $2.504M | 0.6% | $25.04 | $24.96 | — | AAF FRST PRIORTY | 53656F656 |
| — | HC2 HLDGS INC | 2,155,000 | $2.474M | 0.5% | $1.15 | $1.15 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | AG MTG INVT TR INC | 533,696 | $2.151M | 0.5% | $4.03 | $4.03 | — | COM | 001228105 |
| ATRO | ASTRONICS CORP | 110,567 | $1.995M | 0.4% | $18.04 | $15.52 | +16.3% | COM | 046433108 |
| JAAA | JANUS DETROIT STR TR | 29,843 | $1.507M | 0.3% | $50.50 | $50.17 | +0.7% | HENDRSON AAA CL | 47103U845 |
| — | TUATARA CAPITAL ACQUISITN CO | 100,000 | $1M | 0.2% | $10.00 | $10.00 | — | UNIT 99/99/9999 | G9118J127 |
| — | DHC ACQUISITION CORP | 100,000 | $999K | 0.2% | $9.99 | $9.99 | — | UNIT 02/25/2026 | G2758T125 |
| — | ANZU SPECIAL ACQUISITIN CORP | 100,000 | $998K | 0.2% | $9.98 | $9.98 | — | UNIT 01/27/2026 | 03737A200 |
| — | EJF ACQUISITION CORP | 100,000 | $995K | 0.2% | $9.95 | $9.95 | — | UNIT 03/10/2026 | G2955B117 |
| — | ORION ACQUISITION CORP | 99,300 | $993K | 0.2% | $10.00 | $10.00 | — | UNIT 02/19/2026 | 68626A207 |
| — | FLAME ACQUISITION CORP | 100,000 | $993K | 0.2% | $9.93 | $9.93 | — | UNIT 99/99/9999 | 33850F207 |
| — | DHB CAPITAL CORP | 100,000 | $992K | 0.2% | $9.92 | $9.92 | — | UNIT 03/31/2028 | 23291W208 |
| — | ROSECLIFF ACQUISITION CORP I | 100,000 | $992K | 0.2% | $9.92 | $9.92 | — | UNIT 99/99/9999 | 77732R202 |
| — | TLG ACQUISITION ONE CORP | 100,000 | $992K | 0.2% | $9.92 | $9.92 | — | UNIT 99/99/9999 | 87257M207 |
| — | ARROWROOT ACQUISITION CORP | 100,000 | $991K | 0.2% | $9.91 | $9.91 | — | UNIT 01/29/2026 | 04282M201 |
| — | ARMOUR RESIDENTIAL REIT INC | 81,265 | $991K | 0.2% | $12.19 | $10.79 | — | COM NEW | 042315507 |
| — | BOA ACQUISITION CORP | 100,000 | $991K | 0.2% | $9.91 | $9.91 | — | UNIT 99/99/9999 | 05601A208 |
| — | WARRIOR TECHNOLOGIES ACQUI C | 100,000 | $990K | 0.2% | $9.90 | $9.90 | — | UNIT 03/31/2028 | 936273200 |
| — | OYSTER ENTERPRISES ACQ CORP | 100,000 | $989K | 0.2% | $9.89 | $9.89 | — | UNIT 01/20/2026 | 69242M203 |
| — | ALKURI GLOBAL ACQUISITION CO | 100,000 | $988K | 0.2% | $9.88 | $9.88 | — | UNIT 01/01/2028 | 66981N202 |
| — | FINTECH EVOLUTION ACQUIS GRO | 100,000 | $987K | 0.2% | $9.87 | $9.87 | — | UNIT 99/99/9999 | G3R19A112 |
| — | GIGCAPITAL4 INC | 100,000 | $987K | 0.2% | $9.87 | $9.87 | — | UNIT 99/99/9999 | 37518G200 |
| — | VIRTUOSO ACQUISITION CORP | 100,000 | $986K | 0.2% | $9.86 | $9.86 | — | UNIT 01/14/2025 | 92837J203 |
| — | LEGATO MERGER CORP | 100,000 | $968K | 0.2% | $9.68 | $9.68 | — | COM | 52473X106 |
| — | ADIT EDTECH ACQUISITION CORP | 100,000 | $963K | 0.2% | $9.63 | $9.63 | — | COMMON STOCK | 007024102 |
| — | WESTERN ASSET MTG CAP CORP | 300,000 | $957K | 0.2% | $3.19 | $3.19 | — | COM | 95790D105 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 90,772 | $902K | 0.2% | $9.94 | $9.94 | — | UNIT 01/20/2026 | 808641203 |
| — | GLOBAL PARTNER ACQISTN CORP | 81,868 | $810K | 0.2% | $9.89 | $9.89 | — | UNIT 01/06/2026 | G3934P110 |
| — | CROWN PROPTECH ACQUISITIONS | 80,319 | $798K | 0.2% | $9.94 | $9.94 | — | UNIT 99/99/9999 | G25741128 |
| — | SCIPLAY CORPORATION | 45,364 | $734K | 0.2% | $16.18 | $13.85 | — | CL A | 809087109 |
| PFX | PHENIXFIN CORP | 20,000 | $658K | 0.1% | $32.90 * | $28.87 | 0.0% | COM | 71742W103 |
| — | STRATIM CLOUD ACQUISITION CO | 50,000 | $500K | 0.1% | $10.00 | $10.00 | — | UNIT 03/05/2026 | 86309R206 |
| — | AGILE GROWTH CORP | 50,000 | $497K | 0.1% | $9.94 | $9.94 | — | UNIT 03/09/2026 | G01202129 |
| — | NOBLE ROCK ACQUISITION CORP | 50,000 | $495K | 0.1% | $9.90 | $9.90 | — | UNIT 01/31/2028 | G6546R127 |
| — | BITE ACQUISITION CORP | 40,216 | $397K | 0.1% | $9.87 | $9.87 | — | UNIT 99/99/9999 | 09175K204 |
| AGNC | AGNC INVT CORP | 22,000 | $369K | 0.1% | $16.77 | $16.77 | — | COM | 00123Q104 |
| — | GREAT AJAX CORP | 26,714 | $291K | 0.1% | $10.89 | $10.89 | — | COM | 38983D300 |
| — | MASON INDUSTRIAL TECHNOLGY I | 27,000 | $268K | 0.1% | $9.93 | $9.93 | — | UNIT 99/99/9999 | 57520Y205 |
| — | PROPERTY SOLUTIONS ACQUISITI | 25,000 | $246K | 0.1% | $9.84 | $9.84 | — | UNIT 03/01/2026 | 74350A207 |