Location: Santa Monica, CA
CIK: 0001453885 · Show all filings
Period: Q2 2020 (← Previous) (Next →)
Filing Date: Aug 3, 2020
Total Value: $261M (90.2% shares, 9.8% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| HYG | ISHARES TR | 1,202,459 | $98.14M | 37.6% | $81.62 | — | IBOXX HI YD ETF | 464288513 |
| FSK | FS KKR CAPITAL CORP | 4,060,660 | $56.85M | 21.8% | $6.35 | 0.0% | COM | 302635206 |
| — | WESTERN ASSET MTG CAP CORP | 20,518,000 | $14.57M | 5.6% | $0.60 | — | NOTE 6.750%10/0 | 95790DAA3 |
| — | BLACKSTONE MTG TR INC | 13,000,000 | $12.19M | 4.7% | $0.94 | — | NOTE 4.375% 5/0 | 09257WAB6 |
| — | SINCLAIR BROADCAST GROUP INC | 579,398 | $10.7M | 4.1% | $31.41 | — | CL A | 829226109 |
| VEL | VELOCITY FINL INC | 1,886,746 | $7.453M | 2.9% | $7.42 | -49.3% | COM | 92262D101 |
| — | RESOURCE CAP CORP | 8,877,000 | $6.68M | 2.6% | $0.75 | — | NOTE 4.500% 8/1 | 76120WAC8 |
| — | HIGHLAND INCOME FD | 825,628 | $6.646M | 2.5% | $13.19 | — | HIGHLAND INCOME | 43010E404 |
| ESNT | ESSENT GROUP LTD | 174,415 | $6.326M | 2.4% | $39.58 | -29.8% | COM | G3198U102 |
| AIR | AAR CORP | 298,135 | $6.162M | 2.4% | $38.65 | -49.9% | COM | 000361105 |
| MTG | MGIC INVT CORP WIS | 729,296 | $5.973M | 2.3% | $12.34 | -39.4% | COM | 552848103 |
| — | FS KKR CAP CORP II | 437,000 | $5.633M | 2.2% | $12.89 | — | COM | 35952V303 |
| — | MONEYGRAM INTL INC | 1,672,636 | $5.369M | 2.1% | $2.02 | — | COM NEW | 60935Y208 |
| RDN | RADIAN GROUP INC | 200,000 | $3.102M | 1.2% | $20.00 | -38.1% | COM | 750236101 |
| AGNC | AGNC INVT CORP | 220,000 | $2.838M | 1.1% | $12.90 | — | COM | 00123Q104 |
| — | REDWOOD TR INC | 2,600,000 | $2.227M | 0.9% | $0.86 | — | NOTE 5.625% 7/1 | 758075AD7 |
| — | REDWOOD TR INC | 1,906,000 | $1.703M | 0.7% | $0.89 | — | NOTE 4.750% 8/1 | 758075AC9 |
| CMLS | CUMULUS MEDIA INC | 387,620 | $1.531M | 0.6% | $14.56 | -68.7% | COM CLASS A | 231082801 |
| — | NEW YORK MTG TR INC | 582,693 | $1.521M | 0.6% | $2.61 | — | COM PAR $.02 | 649604501 |
| — | SIX FLAGS ENTMT CORP NEW | 76,900 | $1.477M | 0.6% | $19.21 | — | COM | 83001A102 |
| MGM | MGM RESORTS INTERNATIONAL | 86,575 | $1.454M | 0.6% | $16.13 | 0.0% | COM | 552953101 |
| BYD | BOYD GAMING CORP | 68,470 | $1.431M | 0.5% | $17.50 | 0.0% | COM | 103304101 |
| — | WESTERN ASSET MTG CAP CORP | 387,183 | $1.061M | 0.4% | $2.74 | — | COM | 95790D105 |
| — | NEW YORK MTG TR INC | 370,000 | $331K | 0.1% | $0.89 | — | NOTE 6.250% 1/1 | 649604AD7 |
| — | CBL & ASSOC PPTYS INC | 24,770 | $7,000 | 0.0% | $3.99 | — | COM | 124830100 |