CIK: 0001453885 · Show all filings
Period: Q2 2021 (← Previous) (Next →)
Filing Date: Jul 29, 2021
Total Value ($000): $606,855 (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value ($000) | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FRONTIER COMMUNICATIONS PARE | 8,596,000 | $226,934 | 37.4% | $26.40 | — | COM | 35909D109 |
| FSK | FS KKR CAP CORP | 3,923,156 | $84,387 | 13.9% | $8.18 | +35.1% | COM | 302635206 |
| — | DIEBOLD NIXDORF INC | 4,905,410 | $62,985 | 10.4% | $11.57 | — | COM STK | 253651103 |
| VYX | NCR CORP NEW | 1,039,715 | $47,421 | 7.8% | $19.67 | +40.7% | COM | 62886E108 |
| VEL | VELOCITY FINL INC | 2,756,315 | $34,426 | 5.7% | $8.08 | +31.2% | COM | 92262D101 |
| HAE | HAEMONETICS CORP MASS | 401,526 | $26,758 | 4.4% | $70.76 | 0.0% | COM | 405024100 |
| — | EXTRACTION OIL & GAS INC | 348,776 | $18,244 | 3.0% | $34.56 | — | COM | 30227M303 |
| — | SINCLAIR BROADCAST GROUP INC | 457,193 | $15,188 | 2.5% | $30.41 | — | CL A | 829226109 |
| — | MFA FINL INC | 10,847,000 | $10,983 | 1.8% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | MFA FINL INC | 2,239,754 | $10,280 | 1.7% | $3.93 | — | COM | 55272X102 |
| MTG | MGIC INVT CORP WIS | 609,296 | $8,286 | 1.4% | $12.34 | +16.3% | COM | 552848103 |
| — | MONEYGRAM INTL INC | 813,216 | $8,197 | 1.4% | $5.29 | — | COM NEW | 60935Y208 |
| RDN | RADIAN GROUP INC | 335,000 | $7,454 | 1.2% | $20.07 | +0.2% | COM | 750236101 |
| CMLS | CUMULUS MEDIA INC | 451,467 | $6,614 | 1.1% | $13.89 | -23.8% | COM CL A | 231082801 |
| — | GREENLIGHT CAP RE LTD | 5,700,000 | $5,395 | 0.9% | $0.95 | — | NOTE 4.000% 8/0 | 395366AB3 |
| — | INVESCO MORTGAGE CAPITAL INC | 1,294,993 | $5,050 | 0.8% | $3.80 | — | COM | 46131B100 |
| — | AG MTG INVT TR INC | 955,602 | $4,080 | 0.7% | $4.14 | — | COM | 001228105 |
| ATRO | ASTRONICS CORP | 152,437 | $2,669 | 0.4% | $16.04 | +8.5% | COM | 046433108 |
| — | LISTED FD TR | 100,000 | $2,503 | 0.4% | $24.96 | — | AAF FRST PRIORTY | 53656F656 |
| — | HC2 HLDGS INC | 2,155,000 | $2,486 | 0.4% | $1.15 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | HIGHLAND INCOME FD | 175,461 | $1,914 | 0.3% | $11.07 | — | HIGHLAND INCOME | 43010E404 |
| — | ROSECLIFF ACQUISITION CORP I | 100,000 | $1,004 | 0.2% | $9.92 | — | UNIT 99/99/9999 | 77732R202 |
| — | DHC ACQUISITION CORP | 100,000 | $1,004 | 0.2% | $9.99 | — | UNIT 02/25/2026 | G2758T125 |
| — | ANZU SPECIAL ACQUISITIN CORP | 100,000 | $1,000 | 0.2% | $9.98 | — | UNIT 01/27/2026 | 03737A200 |
| — | FINTECH EVOLUTION ACQUIS GRO | 100,000 | $998 | 0.2% | $9.87 | — | UNIT 99/99/9999 | G3R19A112 |
| — | TLG ACQUISITION ONE CORP | 100,000 | $992 | 0.2% | $9.92 | — | UNIT 99/99/9999 | 87257M207 |
| — | BOA ACQUISITION CORP | 100,000 | $991 | 0.2% | $9.91 | — | UNIT 99/99/9999 | 05601A208 |
| — | OYSTER ENTERPRISES ACQ CORP | 96,870 | $969 | 0.2% | $9.89 | — | UNIT 01/20/2026 | 69242M203 |
| — | ADIT EDTECH ACQUISITION CORP | 99,800 | $967 | 0.2% | $9.63 | — | COMMON STOCK | 007024102 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 89,672 | $891 | 0.1% | $9.94 | — | UNIT 01/20/2026 | 808641203 |
| — | GLOBAL PARTNER ACQISTN CORP | 81,868 | $810 | 0.1% | $9.89 | — | UNIT 01/06/2026 | G3934P110 |
| — | CROWN PROPTECH ACQUISITIONS | 80,319 | $798 | 0.1% | $9.94 | — | UNIT 99/99/9999 | G25741128 |
| — | EJF ACQUISITION CORP | 78,901 | $787 | 0.1% | $9.95 | — | UNIT 03/10/2026 | G2955B117 |
| — | NEW YORK MTG TR INC | 113,410 | $507 | 0.1% | $4.47 | — | COM PAR $.02 | 649604501 |
| — | STRATIM CLOUD ACQUISITION CO | 50,000 | $500 | 0.1% | $10.00 | — | UNIT 03/05/2026 | 86309R206 |
| — | NOBLE ROCK ACQUISITION CORP | 49,600 | $496 | 0.1% | $9.90 | — | UNIT 01/31/2028 | G6546R127 |
| — | ARMOUR RESIDENTIAL REIT INC | 140,300 | $459 | 0.1% | $10.79 | — | Put | 042315507 |
| — | BITE ACQUISITION CORP | 40,216 | $401 | 0.1% | $9.87 | — | UNIT 99/99/9999 | 09175K204 |
| RWT | REDWOOD TR INC | 131,600 | $275 | 0.0% | — | — | Call | 758075402 |
| — | AGILE GROWTH CORP | 25,770 | $257 | 0.0% | $9.94 | — | UNIT 03/09/2026 | G01202129 |
| — | PROPERTY SOLUTIONS ACQUISITI | 25,000 | $250 | 0.0% | $9.84 | — | UNIT 03/01/2026 | 74350A207 |
| — | MASON INDUSTRIAL TECHNOLGY I | 24,310 | $245 | 0.0% | $9.93 | — | UNIT 99/99/9999 | 57520Y205 |