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 | 19,799 | 23,362,000 | PRN | SOLE | 23,362,000 | 0 | 0 | ||
| AG MTG INVT TR INC | COM NEW | 001228501 | 15,421 | 2,284,567 | SH | SOLE | 2,284,567 | 0 | 0 | ||
| ALBERTSONS COS INC | COMMON STOCK | 013091103 | 6,596 | 246,839 | SH | SOLE | 246,839 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CL A | 231082801 | 5,311 | 687,098 | SH | SOLE | 687,098 | 0 | 0 | ||
| DIEBOLD NIXDORF INC | COM STK | 253651103 | 9,005 | 3,966,946 | SH | SOLE | 3,966,946 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 101,625 | 4,317,117 | SH | SOLE | 4,317,117 | 0 | 0 | ||
| FS KKR CAP CORP | COM | 302635206 | 50,080 | 2,578,772 | SH | SOLE | 2,578,772 | 0 | 0 | ||
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 4,613 | 482,066 | SH | SOLE | 482,066 | 0 | 0 | ||
| GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 7,947 | 324,093 | PRN | SOLE | 324,093 | 0 | 0 | ||
| GREAT AJAX CORP | COM | 38983D300 | 3,206 | 334,280 | SH | SOLE | 334,280 | 0 | 0 | ||
| GREENLIGHT CAP RE LTD | NOTE 4.000% 8/0 | 395366AB3 | 3,963 | 4,325,000 | PRN | SOLE | 4,325,000 | 0 | 0 | ||
| INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 1,738 | 2,055,000 | PRN | SOLE | 2,055,000 | 0 | 0 | ||
| LISTED FD TR | AAF FRST PRIORTY | 53656F656 | 2,430 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
| MFA FINL INC | COM | 55272X607 | 12,462 | 1,159,275 | SH | SOLE | 1,159,275 | 0 | 0 | ||
| MULTIPLAN CORPORATION | COM | 62548M100 | 51,444 | 9,370,512 | SH | SOLE | 9,370,512 | 0 | 0 | ||
| PENNANTPARK INVT CORP | COM | 708062104 | 1,082 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 9,933 | 11,400,000 | PRN | SOLE | 11,400,000 | 0 | 0 | ||
| REDWOOD TR INC | COM | 758075402 | 3,866 | 501,400 | SH | SOLE | 501,400 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 6,670 | 7,542,000 | PRN | SOLE | 7,542,000 | 0 | 0 | ||
| TERRAN ORBITAL CORPORATION | COM | 88105P103 | 98,341 | 22,294,742 | SH | SOLE | 22,294,742 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 8,008 | 8,965,000 | PRN | SOLE | 8,965,000 | 0 | 0 | ||
| VELOCITY FINL INC | COM | 92262D101 | 36,014 | 3,277,012 | SH | SOLE | 3,277,012 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 17,863 | 21,700,000 | PRN | SOLE | 21,700,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 5,045 | 4,169,620 | SH | SOLE | 4,169,620 | 0 | 0 | ||