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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| 2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 15,103,533 | 23,362,000 | PRN | SOLE | 23,362,000 | 0 | 0 | |||
| AG MTG INVT TR INC | COM NEW | 001228501 | BBG001V0PK00 | 12,120,445 | 2,282,570 | SH | SOLE | 2,282,570 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CL A | 231082801 | BBG00L2X8YN0 | 3,705,935 | 596,769 | SH | SOLE | 596,769 | 0 | 0 | ||
| DIEBOLD NIXDORF INC | COM STK | 253651103 | BBG001S5QDJ8 | 4,114,301 | 2,897,395 | SH | SOLE | 2,897,395 | 0 | 0 | ||
| DRAGONFLY ENERGY HOLDINGS CO | COM | 26145B106 | BBG00ZMZ4862 | 3,050,049 | 274,285 | SH | SOLE | 274,285 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | BBG010MVVVX6 | 48,316,119 | 1,896,237 | SH | SOLE | 1,896,237 | 0 | 0 | ||
| FS KKR CAP CORP | COM | 302635206 | BBG001YCZQ07 | 6,289,745 | 359,414 | SH | SOLE | 359,414 | 0 | 0 | ||
| FULL HSE RESORTS INC | COM | 359678109 | BBG001S7D9G0 | 4,589,937 | 610,364 | SH | SOLE | 610,364 | 0 | 0 | ||
| GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 4,671,088 | 195,035 | PRN | SOLE | 195,035 | 0 | 0 | |||
| GREAT AJAX CORP | COM | 38983D300 | BBG008200KY7 | 2,423,530 | 334,280 | SH | SOLE | 334,280 | 0 | 0 | ||
| INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 1,645,233 | 2,055,000 | PRN | SOLE | 2,055,000 | 0 | 0 | |||
| MFA FINL INC | COM | 55272X607 | BBG001S86YS8 | 4,939,036 | 501,425 | SH | SOLE | 501,425 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 9,561,285 | 10,683,000 | PRN | SOLE | 10,683,000 | 0 | 0 | |||
| MULTIPLAN CORPORATION | COM | 62548M100 | BBG00RLZ9M83 | 8,485,152 | 7,378,393 | SH | SOLE | 7,378,393 | 0 | 0 | ||
| NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | BBG001SHHBR7 | 1,596,160 | 623,500 | SH | SOLE | 623,500 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 9,226,875 | 11,400,000 | PRN | SOLE | 11,400,000 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 5.625% 7/1 | 758075AD7 | 3,620,000 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | |||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 6,745,228 | 8,042,000 | PRN | SOLE | 8,042,000 | 0 | 0 | |||
| TERRAN ORBITAL CORPORATION | COM | 88105P103 | BBG00ZDR71D4 | 31,343,454 | 19,837,629 | SH | SOLE | 19,837,629 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 7,648,795 | 8,965,000 | PRN | SOLE | 8,965,000 | 0 | 0 | |||
| VELOCITY FINL INC | COM | 92262D101 | BBG00QLF1HK4 | 38,160,385 | 3,954,444 | SH | SOLE | 3,954,444 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 18,748,800 | 21,700,000 | PRN | SOLE | 21,700,000 | 0 | 0 | |||