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 | 15,916 | 23,362,000 | PRN | SOLE | 23,362,000 | 0 | 0 | ||
| AG MTG INVT TR INC | COM NEW | 001228501 | 9,740 | 2,369,767 | SH | SOLE | 2,369,767 | 0 | 0 | ||
| AGNC INVT CORP | COM | 00123Q104 | 12,630 | 1,500,000 | SH | SOLE | 1,500,000 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CL A | 231082801 | 3,862 | 549,407 | SH | SOLE | 549,407 | 0 | 0 | ||
| DIEBOLD NIXDORF INC | COM STK | 253651103 | 7,891 | 3,233,952 | SH | SOLE | 3,233,952 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 52,939 | 2,259,473 | SH | SOLE | 2,259,473 | 0 | 0 | ||
| FS KKR CAP CORP | COM | 302635206 | 10,108 | 596,361 | SH | SOLE | 596,361 | 0 | 0 | ||
| FULL HSE RESORTS INC | COM | 359678109 | 2,731 | 485,919 | SH | SOLE | 485,919 | 0 | 0 | ||
| GRANITE PT MTG TR INC | COM STK | 38741L107 | 3,242 | 503,466 | SH | SOLE | 503,466 | 0 | 0 | ||
| GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 4,885 | 204,732 | PRN | SOLE | 204,732 | 0 | 0 | ||
| GREAT AJAX CORP | COM | 38983D300 | 2,510 | 334,280 | SH | SOLE | 334,280 | 0 | 0 | ||
| INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 1,311 | 2,055,000 | PRN | SOLE | 2,055,000 | 0 | 0 | ||
| INVITATION HOMES INC | COM | 46187W107 | 7,092 | 210,003 | SH | SOLE | 210,003 | 0 | 0 | ||
| MFA FINL INC | COM | 55272X607 | 9,019 | 1,159,275 | SH | SOLE | 1,159,275 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 2,587 | 3,000,000 | PRN | SOLE | 3,000,000 | 0 | 0 | ||
| MULTIPLAN CORPORATION | COM | 62548M100 | 24,420 | 8,538,478 | SH | SOLE | 8,538,478 | 0 | 0 | ||
| PENNANTPARK INVT CORP | COM | 708062104 | 956 | 175,000 | SH | SOLE | 175,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 9,263 | 11,400,000 | PRN | SOLE | 11,400,000 | 0 | 0 | ||
| REDWOOD TR INC | COM | 758075402 | 1,579 | 275,000 | SH | SOLE | 275,000 | 0 | 0 | ||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 6,407 | 7,542,000 | PRN | SOLE | 7,542,000 | 0 | 0 | ||
| TERRAN ORBITAL CORPORATION | COM | 88105P103 | 37,808 | 21,808,919 | SH | SOLE | 21,808,919 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 7,413 | 8,965,000 | PRN | SOLE | 8,965,000 | 0 | 0 | ||
| VELOCITY FINL INC | COM | 92262D101 | 38,041 | 3,509,339 | SH | SOLE | 3,509,339 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 18,781 | 21,700,000 | PRN | SOLE | 21,700,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | COM | 95790D204 | 3,924 | 350,661 | SH | SOLE | 350,661 | 0 | 0 | ||