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 |
2U INC | NOTE 2.250% 5/0 | 90214JAB7 | 17,100,002 | 21,881,000 | PRN | SOLE | 21,881,000 | 0 | 0 | ||
AERCAP HOLDINGS NV | SHS | N00985106 | 1,405,750 | 25,000 | SH | SOLE | 25,000 | 0 | 0 | ||
AG MTG INVT TR INC | COM NEW | 001228501 | 13,299,790 | 2,313,007 | SH | SOLE | 2,313,007 | 0 | 0 | ||
BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 7,178,084 | 9,079,000 | PRN | SOLE | 9,079,000 | 0 | 0 | ||
DRAGONFLY ENERGY HOLDINGS CO | COM | 26145B106 | 635,955 | 211,985 | SH | SOLE | 211,985 | 0 | 0 | ||
FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | 26,920,561 | 1,182,282 | SH | SOLE | 1,182,282 | 0 | 0 | ||
FS KKR CAP CORP | COM | 302635206 | 3,663,222 | 198,012 | SH | SOLE | 198,012 | 0 | 0 | ||
FULL HSE RESORTS INC | COM | 359678109 | 4,338,983 | 600,136 | SH | SOLE | 600,136 | 0 | 0 | ||
GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 14,583,764 | 602,884 | PRN | SOLE | 602,884 | 0 | 0 | ||
GREAT AJAX CORP | COM | 38983D300 | 2,265,362 | 344,280 | SH | SOLE | 344,280 | 0 | 0 | ||
GREAT AJAX CORP | COM | 38983D300 | 16,140 | 807 | SH | Call | SOLE | 80,700 | 0 | 0 | |
INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 1,637,194 | 2,055,000 | PRN | SOLE | 2,055,000 | 0 | 0 | ||
MFA FINL INC | COM | 55272X607 | 6,713,896 | 676,804 | SH | SOLE | 676,804 | 0 | 0 | ||
MULTIPLAN CORPORATION | COM | 62548M100 | 14,181,752 | 13,379,011 | SH | SOLE | 13,379,011 | 0 | 0 | ||
NEW YORK MTG TR INC | COM | 649604840 | 1,742,990 | 174,999 | SH | SOLE | 174,999 | 0 | 0 | ||
NEW YORK MTG TR INC | COM | 649604840 | 35,040 | 1,168 | SH | Call | SOLE | 116,800 | 0 | 0 | |
TERRAN ORBITAL CORPORATION | COM | 88105P103 | 23,449,148 | 12,744,102 | SH | SOLE | 12,744,102 | 0 | 0 | ||
TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 7,701,491 | 8,965,000 | PRN | SOLE | 8,965,000 | 0 | 0 | ||
VELOCITY FINL INC | COM | 92262D101 | 42,115,017 | 4,663,900 | SH | SOLE | 4,663,900 | 0 | 0 | ||
WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 18,673,200 | 21,600,000 | PRN | SOLE | 21,600,000 | 0 | 0 |