Location: Santa Monica, CA
CIK: 0001453885 · Show all filings
Period: Q4 2021 (← Previous) (Next →)
Filing Date: Jan 27, 2022
Total Value: $623M (94.2% shares, 5.8% debt)
| Ticker | Issuer | Shares | Value | % | Share Price | Est. Cost/Share | Unrealized @ Report Date | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|---|
| — | FRONTIER COMMUNICATIONS PARE | 6,494,818 | $192M | 30.7% | $29.49 | $26.40 | — | COM | 35909D109 |
| FSK | FS KKR CAP CORP | 6,060,592 | $127M | 20.4% | $20.94 * | $9.43 | +23.8% | COM | 302635206 |
| — | DIEBOLD NIXDORF INC | 4,930,177 | $44.62M | 7.2% | $9.05 | $11.57 | — | COM STK | 253651103 |
| VYX | NCR CORP NEW | 1,038,875 | $41.76M | 6.7% | $40.20 * | $20.15 | +22.4% | COM | 62886E108 |
| VEL | VELOCITY FINL INC | 2,903,376 | $39.78M | 6.4% | $13.70 | $8.33 | +64.5% | COM | 92262D101 |
| — | MULTIPLAN CORPORATION | 8,502,096 | $37.66M | 6.0% | $4.43 | $4.43 | — | COM | 62548M100 |
| — | MONEYGRAM INTL INC | 2,490,916 | $19.65M | 3.2% | $7.89 | $7.11 | — | COM NEW | 60935Y208 |
| — | WESTERN ASSET MORTGAGE CAPIT | 18,500,000 | $17.9M | 2.9% | $0.97 | $1.00 | — | NOTE 6.750% 9/1 | 95790DAD7 |
| MITT | AG MTG INVT TR INC | 1,387,609 | $14.22M | 2.3% | $10.25 | $10.91 | — | COM NEW | 001228501 |
| — | MFA FINL INC | 2,692,055 | $12.28M | 2.0% | $4.56 | $4.06 | — | COM | 55272X102 |
| RDN | RADIAN GROUP INC | 542,500 | $11.46M | 1.8% | $21.13 * | $19.86 | -7.0% | COM | 750236101 |
| — | TWO HARBORS INVENTMENT CORPO | 8,965,000 | $9.032M | 1.5% | $1.01 | $1.01 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| — | GREAT AJAX CORP | 346,403 | $9.01M | 1.4% | $26.01 | $26.01 | — | 7.25 CV SR NT 24 | 38983D409 |
| MTG | MGIC INVT CORP WIS | 543,740 | $7.841M | 1.3% | $14.42 | $12.34 | +16.8% | COM | 552848103 |
| GPMT | GRANITE PT MTG TR INC | 422,066 | $4.942M | 0.8% | $11.71 | $11.71 | — | COM STK | 38741L107 |
| — | GREENLIGHT CAP RE LTD | 4,700,000 | $4.474M | 0.7% | $0.95 | $0.95 | — | NOTE 4.000% 8/0 | 395366AB3 |
| — | ARMOUR RESIDENTIAL REIT INC | 396,594 | $3.891M | 0.6% | $9.81 | $10.21 | — | COM NEW | 042315507 |
| — | GREAT AJAX CORP | 279,150 | $3.674M | 0.6% | $13.16 | $13.16 | — | COM | 38983D300 |
| CMLS | CUMULUS MEDIA INC | 300,318 | $3.379M | 0.5% | $11.25 * | $13.89 | -11.4% | COM CL A | 231082801 |
| — | LISTED FD TR | 100,000 | $2.502M | 0.4% | $25.02 | $24.96 | — | AAF FRST PRIORTY | 53656F656 |
| — | WESTERN ASSET MTG CAP CORP | 1,133,837 | $2.392M | 0.4% | $2.11 | $2.11 | — | COM | 95790D105 |
| — | INNOVATE CORP | 2,055,000 | $2.248M | 0.4% | $1.09 | $1.15 | — | NOTE 7.500% 8/0 | 404139AG2 |
| — | READY CAPITAL CORP | 76,120 | $2.047M | 0.3% | $26.89 | $26.89 | — | 7% CN SR NT 2023 | 75574U200 |
| STWD | STARWOOD PPTY TR INC | 75,000 | $1.823M | 0.3% | $24.31 | $24.31 | — | COM | 85571B105 |
| TRTX | TPG RE FIN TR INC | 141,572 | $1.744M | 0.3% | $12.32 | $12.33 | — | COM | 87266M107 |
| — | TLG ACQUISITION ONE CORP | 100,000 | $990K | 0.2% | $9.90 | $9.92 | — | UNIT 99/99/9999 | 87257M207 |
| — | CROWN PROPTECH ACQUISITIONS | 80,319 | $812K | 0.1% | $10.11 | $9.94 | — | UNIT 99/99/9999 | G25741128 |
| — | EJF ACQUISITION CORP | 78,901 | $811K | 0.1% | $10.28 | $9.95 | — | UNIT 03/10/2026 | G2955B117 |
| — | GLOBAL PARTNER ACQISTN CORP | 81,868 | $806K | 0.1% | $9.85 | $9.89 | — | UNIT 01/06/2026 | G3934P110 |
| — | FINTECH EVOLUTION ACQUIS GRO | 58,438 | $576K | 0.1% | $9.86 | $9.87 | — | UNIT 99/99/9999 | G3R19A112 |
| — | STRATIM CLOUD ACQUISITION CO | 49,637 | $491K | 0.1% | $9.89 | $10.00 | — | UNIT 03/05/2026 | 86309R206 |
| — | NEW YORK MTG TR INC | 113,230 | $421K | 0.1% | $3.72 | $4.47 | — | COM PAR $.02 | 649604501 |
| — | NOBLE ROCK ACQUISITION CORP | 42,812 | $421K | 0.1% | $9.83 | $9.90 | — | UNIT 01/31/2028 | G6546R127 |
| — | SCIENCE STRATEGIC ACQ ALPHA | 30,312 | $299K | 0.0% | $9.86 | $9.94 | — | UNIT 01/20/2026 | 808641203 |
| — | PROPERTY SOLUTIONS ACQUISITI | 25,000 | $247K | 0.0% | $9.88 | $9.84 | — | UNIT 03/01/2026 | 74350A207 |
| — | MASON INDUSTRIAL TECHNOLGY I | 22,410 | $222K | 0.0% | $9.91 | $9.93 | — | UNIT 99/99/9999 | 57520Y205 |