Location: Santa Monica, CA
CIK: 0001453885 · Show all filings
Period: Q3 2021 (← Previous) (Next →)
Filing Date: Oct 28, 2021
Total Value: $568M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FRONTIER COMMUNICATIONS PARE | 7,145,324 | $199M | 35.1% | $26.40 | — | COM | 35909D109 |
| FSK | FS KKR CAP CORP | 4,465,811 | $98.43M | 17.3% | $8.60 | +35.7% | COM | 302635206 |
| — | DIEBOLD NIXDORF INC | 4,936,353 | $49.91M | 8.8% | $11.57 | — | COM STK | 253651103 |
| VYX | NCR CORP NEW | 1,124,573 | $43.59M | 7.7% | $20.15 | +29.1% | COM | 62886E108 |
| VEL | VELOCITY FINL INC | 2,756,315 | $36.27M | 6.4% | $8.08 | +57.6% | COM | 92262D101 |
| HAE | HAEMONETICS CORP MASS | 353,340 | $24.94M | 4.4% | $70.76 | -10.8% | COM | 405024100 |
| — | MONEYGRAM INTL INC | 2,133,129 | $17.11M | 3.0% | $6.98 | — | COM NEW | 60935Y208 |
| — | WESTERN ASSET MORTGAGE CAPIT | 15,000,000 | $15.2M | 2.7% | $1.01 | — | NOTE 6.750% 9/1 | 95790DAD7 |
| RDN | RADIAN GROUP INC | 460,000 | $10.45M | 1.8% | $19.96 | -1.5% | COM | 750236101 |
| — | INVESCO MORTGAGE CAPITAL INC | 3,148,828 | $9.919M | 1.7% | $3.42 | — | COM | 46131B100 |
| — | MFA FINL INC | 2,115,391 | $9.667M | 1.7% | $3.93 | — | COM | 55272X102 |
| MITT | AG MTG INVT TR INC | 770,222 | $8.804M | 1.5% | $11.43 | — | COM NEW | 001228501 |
| MTG | MGIC INVT CORP WIS | 572,568 | $8.566M | 1.5% | $12.34 | +17.4% | COM | 552848103 |
| — | MFA FINL INC | 8,165,000 | $8.335M | 1.5% | $1.00 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | GREENLIGHT CAP RE LTD | 4,700,000 | $4.444M | 0.8% | $0.95 | — | NOTE 4.000% 8/0 | 395366AB3 |
| CMLS | CUMULUS MEDIA INC | 300,318 | $3.679M | 0.6% | $13.89 | -13.2% | COM CL A | 231082801 |
| — | HIGHLAND INCOME FD | 324,502 | $3.495M | 0.6% | $10.93 | — | HIGHLAND INCOME | 43010E404 |
| — | INNOVATE CORP | 2,155,000 | $2.547M | 0.4% | $1.15 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | LISTED FD TR | 100,000 | $2.501M | 0.4% | $24.96 | — | AAF FRST PRIORTY | 53656F656 |
| — | ARMOUR RESIDENTIAL REIT INC | 162,572 | $1.753M | 0.3% | $10.78 | — | COM NEW | 042315507 |
| — | TLG ACQUISITION ONE CORP | 100,000 | $993K | 0.2% | $9.92 | — | UNIT 99/99/9999 | 87257M207 |
| — | BOA ACQUISITION CORP | 100,000 | $988K | 0.2% | $9.91 | — | UNIT 99/99/9999 | 05601A208 |
| — | ROSECLIFF ACQUISITION CORP I | 95,900 | $949K | 0.2% | $9.92 | — | UNIT 99/99/9999 | 77732R202 |
| — | ANZU SPECIAL ACQUISITIN CORP | 94,616 | $937K | 0.2% | $9.98 | — | UNIT 01/27/2026 | 03737A200 |
| — | EJF ACQUISITION CORP | 78,901 | $821K | 0.1% | $9.95 | — | UNIT 03/10/2026 | G2955B117 |
| — | GLOBAL PARTNER ACQISTN CORP | 81,868 | $810K | 0.1% | $9.89 | — | UNIT 01/06/2026 | G3934P110 |
| — | CROWN PROPTECH ACQUISITIONS | 80,319 | $789K | 0.1% | $9.94 | — | UNIT 99/99/9999 | G25741128 |
| — | FINTECH EVOLUTION ACQUIS GRO | 58,438 | $577K | 0.1% | $9.87 | — | UNIT 99/99/9999 | G3R19A112 |
| — | STRATIM CLOUD ACQUISITION CO | 49,637 | $493K | 0.1% | $10.00 | — | UNIT 03/05/2026 | 86309R206 |
| — | NEW YORK MTG TR INC | 113,410 | $483K | 0.1% | $4.47 | — | COM PAR $.02 | 649604501 |
| — | NOBLE ROCK ACQUISITION CORP | 42,812 | $426K | 0.1% | $9.90 | — | UNIT 01/31/2028 | G6546R127 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 30,312 | $302K | 0.1% | $9.94 | — | UNIT 01/20/2026 | 808641203 |
| TRTX | TPG RE FIN TR INC | 24,000 | $297K | 0.1% | $12.38 | — | COM | 87266M107 |
| — | PROPERTY SOLUTIONS ACQUISITI | 25,000 | $246K | 0.0% | $9.84 | — | UNIT 03/01/2026 | 74350A207 |
| — | MASON INDUSTRIAL TECHNOLGY I | 22,410 | $223K | 0.0% | $9.93 | — | UNIT 99/99/9999 | 57520Y205 |