The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||||||
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 |
AEROJET ROCKETDYNE HLDGS INC | COM | 007800105 | 558 | 10,559 | SH | SOLE | 10,559 | 0 | 0 | ||
ARMOUR RESIDENTIAL REIT INC | COM NEW | 042315507 | 2,553 | 236,644 | SH | SOLE | 236,644 | 0 | 0 | ||
CUMULUS MEDIA INC | COM CL A | 231082801 | 3,271 | 375,063 | SH | SOLE | 375,063 | 0 | 0 | ||
DIEBOLD NXDF INC | COM | 253651103 | 18,422 | 1,728,186 | SH | SOLE | 1,728,186 | 0 | 0 | ||
ESSENT GROUP LTD | COM | G3198U102 | 5,807 | 134,415 | SH | SOLE | 134,415 | 0 | 0 | ||
FS KKR CAP CORP | COM | 302635206 | 61,137 | 3,691,823 | SH | SOLE | 3,691,823 | 0 | 0 | ||
FS KKR CAP CORP II | COM | 35952V303 | 16,632 | 1,014,173 | SH | SOLE | 1,014,173 | 0 | 0 | ||
GOLAR LNG LTD | NOTE 2.750% 2/1 | 38046YAB7 | 20,582 | 22,517,000 | SH | SOLE | 22,517,000 | 0 | 0 | ||
HIGHLAND INCOME FD | HIGHLAND INCOME | 43010E404 | 29,623 | 2,881,596 | SH | SOLE | 2,881,596 | 0 | 0 | ||
INVESCO MORTGAGE CAPITAL INC | COM | 46131B100 | 5,711 | 1,689,633 | SH | SOLE | 1,689,633 | 0 | 0 | ||
JANUS DETROIT STR TR | HENDRSON AAA CL | 47103U845 | 5,475 | 108,869 | SH | SOLE | 108,869 | 0 | 0 | ||
LISTED FD TR | AAF FRST PRIORTY | 53656F656 | 2,507 | 100,000 | SH | SOLE | 100,000 | 0 | 0 | ||
MFA FINL INC | COM | 55272X102 | 4,290 | 1,102,954 | SH | SOLE | 1,102,954 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 7,898 | 629,296 | SH | SOLE | 629,296 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 8,330 | 1,524,244 | SH | SOLE | 1,524,244 | 0 | 0 | ||
NCR CORP NEW | COM | 62886E108 | 23,703 | 630,915 | SH | SOLE | 630,915 | 0 | 0 | ||
NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | 572 | 155,005 | SH | SOLE | 155,005 | 0 | 0 | ||
PENNYMAC FINL SVCS INC NEW | COM | 70932M107 | 9,531 | 145,250 | SH | SOLE | 145,250 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 3,240 | 160,000 | SH | SOLE | 160,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 6,730 | 7,153,000 | SH | SOLE | 7,153,000 | 0 | 0 | ||
RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 11,623 | 12,250,000 | SH | SOLE | 12,250,000 | 0 | 0 | ||
SCIPLAY CORPORATION | CL A | 809087109 | 2,952 | 213,167 | SH | SOLE | 213,167 | 0 | 0 | ||
SEVEN OAKS ACQUISITION CORP | UNIT 12/18/2025 | 81787X205 | 1,563 | 151,010 | SH | SOLE | 151,010 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 15,429 | 484,422 | SH | SOLE | 484,422 | 0 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 4,087 | 119,866 | SH | SOLE | 119,866 | 0 | 0 | ||
SPDR SER TR | BLOOMBERG BRCLYS | 78468R622 | 23,253 | 213,451 | SH | SOLE | 213,451 | 0 | 0 | ||
VELOCITY FINL INC | COM | 92262D101 | 12,732 | 2,043,646 | SH | SOLE | 2,043,646 | 0 | 0 |