Location: Santa Monica, CA
CIK: 0001453885 · Show all filings
Period: Q4 2020 (← Previous) (Next →)
Filing Date: Jan 26, 2021
Total Value: $308M (100.0% shares, 0.0% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| FSK | FS KKR CAP CORP | 3,691,823 | $61.14M | 19.8% | $6.40 | +26.0% | COM | 302635206 |
| — | HIGHLAND INCOME FD | 2,881,596 | $29.62M | 9.6% | $11.07 | — | HIGHLAND INCOME | 43010E404 |
| VYX | NCR CORP NEW | 630,915 | $23.7M | 7.7% | $12.85 | +29.0% | COM | 62886E108 |
| JNK | SPDR SER TR | 213,451 | $23.25M | 7.5% | $104.27 | — | BLOOMBERG BRCLYS | 78468R622 |
| — | GOLAR LNG LTD | 22,517,000 | $20.58M | 6.7% | $0.91 | — | NOTE 2.750% 2/1 | 38046YAB7 |
| — | DIEBOLD NXDF INC | 1,728,186 | $18.42M | 6.0% | $7.99 | — | COM | 253651103 |
| — | FS KKR CAP CORP II | 1,014,173 | $16.63M | 5.4% | $15.59 | — | COM | 35952V303 |
| — | SINCLAIR BROADCAST GROUP INC | 484,422 | $15.43M | 5.0% | $30.41 | — | CL A | 829226109 |
| VEL | VELOCITY FINL INC | 2,043,646 | $12.73M | 4.1% | $7.21 | -24.2% | COM | 92262D101 |
| — | RWT HLDGS INC | 12,250,000 | $11.62M | 3.8% | $0.95 | — | NOTE 5.750%10/0 | 749772AD1 |
| PFSI | PENNYMAC FINL SVCS INC NEW | 145,250 | $9.531M | 3.1% | $55.70 | 0.0% | COM | 70932M107 |
| — | MONEYGRAM INTL INC | 1,524,244 | $8.33M | 2.7% | $2.02 | — | COM NEW | 60935Y208 |
| MTG | MGIC INVT CORP WIS | 629,296 | $7.898M | 2.6% | $12.34 | -8.4% | COM | 552848103 |
| — | REDWOOD TR INC | 7,153,000 | $6.73M | 2.2% | $0.92 | — | NOTE 5.625% 7/1 | 758075AD7 |
| ESNT | ESSENT GROUP LTD | 134,415 | $5.807M | 1.9% | $39.58 | -0.3% | COM | G3198U102 |
| — | INVESCO MORTGAGE CAPITAL INC | 1,689,633 | $5.711M | 1.9% | $3.38 | — | COM | 46131B100 |
| JAAA | JANUS DETROIT STR TR | 108,869 | $5.475M | 1.8% | $50.29 | — | HENDRSON AAA CL | 47103U845 |
| — | MFA FINL INC | 1,102,954 | $4.29M | 1.4% | $3.67 | — | COM | 55272X102 |
| — | SIX FLAGS ENTMT CORP NEW | 119,866 | $4.087M | 1.3% | $19.60 | — | COM | 83001A102 |
| CMLS | CUMULUS MEDIA INC | 375,063 | $3.271M | 1.1% | $14.56 | -51.8% | COM CL A | 231082801 |
| RDN | RADIAN GROUP INC | 160,000 | $3.24M | 1.1% | $20.00 | -20.5% | COM | 750236101 |
| — | SCIPLAY CORPORATION | 213,167 | $2.952M | 1.0% | $13.85 | — | CL A | 809087109 |
| — | ARMOUR RESIDENTIAL REIT INC | 236,644 | $2.553M | 0.8% | $10.79 | — | COM NEW | 042315507 |
| — | LISTED FD TR | 100,000 | $2.507M | 0.8% | $24.96 | — | AAF FRST PRIORTY | 53656F656 |
| — | SEVEN OAKS ACQUISITION CORP | 151,010 | $1.563M | 0.5% | $10.35 | — | UNIT 12/18/2025 | 81787X205 |
| — | NEW YORK MTG TR INC | 155,005 | $572K | 0.2% | $3.69 | — | COM PAR $.02 | 649604501 |
| — | AEROJET ROCKETDYNE HLDGS INC | 10,559 | $558K | 0.2% | $52.85 | — | COM | 007800105 |