The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F INFORMATION TABLE |
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| COLUMN 1 | COLUMN 2 | COLUMN 3 | COLUMN 4 | COLUMN 5 | COLUMN 6 | COLUMN 7 | COLUMN 8 | ||||
| VALUE | SHRS OR | SH/ | PUT/ | INVESTMENT | OTHER | VOTING AUTHORITY | |||||
| NAME OF ISSUER | TITLE OF CLASS | CUSIP | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 36,424 | 43,362,000 | PRN | SOLE | 43,362,000 | 0 | 0 | ||
| AG MTG INVT TR INC | COM NEW | 001228501 | 16,150 | 1,736,558 | SH | SOLE | 1,736,558 | 0 | 0 | ||
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | 8,420 | 253,225 | SH | SOLE | 253,225 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CL A | 231082801 | 2,974 | 298,883 | SH | SOLE | 298,883 | 0 | 0 | ||
| DIEBOLD NIXDORF INC | COM STK | 253651103 | 33,010 | 4,904,863 | SH | SOLE | 4,904,863 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 132,804 | 4,799,571 | SH | SOLE | 4,799,571 | 0 | 0 | ||
| FS KKR CAP CORP | COM | 302635206 | 102,093 | 4,473,815 | SH | SOLE | 4,473,815 | 0 | 0 | ||
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 5,361 | 482,066 | SH | SOLE | 482,066 | 0 | 0 | ||
| GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 8,805 | 352,332 | PRN | SOLE | 352,332 | 0 | 0 | ||
| GREAT AJAX CORP | COM | 38983D300 | 3,370 | 287,285 | SH | SOLE | 287,285 | 0 | 0 | ||
| GREENLIGHT CAP RE LTD | NOTE 4.000% 8/0 | 395366AB3 | 4,320 | 4,580,000 | PRN | SOLE | 4,580,000 | 0 | 0 | ||
| INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 2,350 | 2,055,000 | PRN | SOLE | 2,055,000 | 0 | 0 | ||
| LISTED FD TR | AAF FRST PRIORTY | 53656F656 | 2,483 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| MFA FINL INC | COM | 55272X102 | 13,267 | 3,292,055 | SH | SOLE | 3,292,055 | 0 | 0 | ||
| MULTIPLAN CORPORATION | COM | 62548M100 | 59,621 | 12,739,462 | SH | SOLE | 12,739,462 | 0 | 0 | ||
| PENNANTPARK INVT CORP | COM | 708062104 | 1,362 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 10,880 | 11,400,000 | PRN | SOLE | 11,400,000 | 0 | 0 | ||
| REDWOOD TR INC | COM | 758075402 | 4,607 | 437,500 | SH | SOLE | 437,500 | 0 | 0 | ||
| TERRAN ORBITAL CORPORATION | COM | 88105P103 | 151,181 | 22,737,629 | SH | SOLE | 22,737,629 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 8,864 | 8,965,000 | PRN | SOLE | 8,965,000 | 0 | 0 | ||
| VELOCITY FINL INC | COM | 92262D101 | 33,610 | 3,072,167 | SH | SOLE | 3,072,167 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 16,438 | 17,500,000 | PRN | SOLE | 17,500,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 3,004 | 1,756,783 | SH | SOLE | 1,756,783 | 0 | 0 | ||