Location: Santa Monica, CA
CIK: 0001453885 · Show all filings
Period: Q3 2022 (← Previous) (Next →)
Filing Date: Oct 24, 2022
Total Value: $295M (77.4% shares, 22.6% debt)
| Ticker | Issuer | Shares | Value | % | Est. Cost | Unrealized | Class | CUSIP |
|---|---|---|---|---|---|---|---|---|
| — | FRONTIER COMMUNICATIONS PARE | 2,259,473 | $52.94M | 17.9% | $26.40 | — | COM | 35909D109 |
| VEL | VELOCITY FINL INC | 3,509,339 | $38.04M | 12.9% | $8.86 | +29.3% | COM | 92262D101 |
| — | TERRAN ORBITAL CORPORATION | 21,808,919 | $37.81M | 12.8% | $6.65 | — | COM | 88105P103 |
| — | MULTIPLAN CORPORATION | 8,538,478 | $24.42M | 8.3% | $4.51 | — | COM | 62548M100 |
| — | WESTERN ASSET MORTGAGE CAPIT | 21,700,000 | $18.78M | 6.4% | $0.97 | — | NOTE 6.750% 9/1 | 95790DAD7 |
| — | 2U INC | 23,362,000 | $15.92M | 5.4% | $0.84 | — | NOTE 2.250% 5/0 | 90214JAB7 |
| AGNC | AGNC INVT CORP | 1,500,000 | $12.63M | 4.3% | $8.42 | — | COM | 00123Q104 |
| FSK | FS KKR CAP CORP | 596,361 | $10.11M | 3.4% | $9.43 | +32.1% | COM | 302635206 |
| MITT | AG MTG INVT TR INC | 2,369,767 | $9.74M | 3.3% | $9.46 | — | COM NEW | 001228501 |
| — | PENNYMAC CORP | 11,400,000 | $9.263M | 3.1% | $0.95 | — | NOTE 5.500% 3/1 | 70932AAF0 |
| MFA | MFA FINL INC | 1,159,275 | $9.019M | 3.1% | $10.75 | — | COM | 55272X607 |
| — | DIEBOLD NIXDORF INC | 3,233,952 | $7.891M | 2.7% | $11.57 | — | COM STK | 253651103 |
| — | TWO HARBORS INVENTMENT CORPO | 8,965,000 | $7.413M | 2.5% | $1.01 | — | NOTE 6.250% 1/1 | 90187BAB7 |
| INVH | INVITATION HOMES INC | 210,003 | $7.092M | 2.4% | $32.87 | 0.0% | COM | 46187W107 |
| — | RWT HLDGS INC | 7,542,000 | $6.407M | 2.2% | $0.88 | — | NOTE 5.750%10/0 | 749772AD1 |
| — | GREAT AJAX CORP | 204,732 | $4.885M | 1.7% | $25.99 | — | 7.25 CV SR NT 24 | 38983D409 |
| — | WESTERN ASSET MTG CAP CORP | 350,661 | $3.924M | 1.3% | $11.19 | — | COM | 95790D204 |
| CMLS | CUMULUS MEDIA INC | 549,407 | $3.862M | 1.3% | $12.67 | -33.0% | COM CL A | 231082801 |
| GPMT | GRANITE PT MTG TR INC | 503,466 | $3.242M | 1.1% | $11.41 | — | COM STK | 38741L107 |
| FLL | FULL HSE RESORTS INC | 485,919 | $2.731M | 0.9% | $6.45 | 0.0% | COM | 359678109 |
| — | MFA FINL INC | 3,000,000 | $2.587M | 0.9% | $0.86 | — | NOTE 6.250% 6/1 | 55272XAA0 |
| — | GREAT AJAX CORP | 334,280 | $2.51M | 0.9% | $12.62 | — | COM | 38983D300 |
| RWT | REDWOOD TR INC | 275,000 | $1.579M | 0.5% | $10.17 | — | COM | 758075402 |
| — | INNOVATE CORP | 2,055,000 | $1.311M | 0.4% | $1.15 | — | NOTE 7.500% 8/0 | 404139AG2 |
| PNNT | PENNANTPARK INVT CORP | 175,000 | $956K | 0.3% | $4.38 | -10.7% | COM | 708062104 |