Q4 2022 Holdings
Filed 2023-01-27 | 22 holdings | $246.1M | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Frontier Communications Pare(FYBR) | COM | 35909D109 | $48.3M | 1,896,237 | 19.6% |
| Velocity Finl Inc(VEL) | COM | 92262D101 | $38.2M | 3,954,444 | 15.5% |
| Terran Orbital Corporation | COM | 88105P103 | $31.3M | 19,837,629 | 12.7% |
| Western Asset Mortgage Capit | NOTE 6.750% 9/1 | 95790DAD7 | $18.7M | $21,700,000 | 7.6% |
| 2U Inc | NOTE 2.250% 5/0 | 90214JAB7 | $15.1M | $23,362,000 | 6.1% |
| AG MTG Invt TR Inc(MITT) | COM NEW | 001228501 | $12.1M | 2,282,570 | 4.9% |
| MFA Finl Inc | NOTE 6.250% 6/1 | 55272XAA0 | $9.6M | $10,683,000 | 3.9% |
| Pennymac Corp | NOTE 5.500% 3/1 | 70932AAF0 | $9.2M | $11,400,000 | 3.7% |
| Multiplan Corporation(MPLNUSD) | COM | 62548M100 | $8.5M | 7,378,393 | 3.4% |
| Two Harbors Inventment Corpo | NOTE 6.250% 1/1 | 90187BAB7 | $7.6M | $8,965,000 | 3.1% |
| RWT Hldgs Inc | NOTE 5.750%10/0 | 749772AD1 | $6.7M | $8,042,000 | 2.7% |
| FS KKR Cap Corp(FSK) | COM | 302635206 | $6.3M | 359,414 | 2.6% |
| MFA Finl Inc(MFA) | COM | 55272X607 | $4.9M | 501,425 | 2.0% |
| Great Ajax Corp | 7.25 CV SR NT 24 | 38983D409 | $4.7M | $195,035 | 1.9% |
| Full HSE Resorts Inc(FLL) | COM | 359678109 | $4.6M | 610,364 | 1.9% |
| Diebold Nixdorf Inc(DBDEUR) | COM STK | 253651103 | $4.1M | 2,897,395 | 1.7% |
| Cumulus Media Inc(CMLS) | COM CL A | 231082801 | $3.7M | 596,769 | 1.5% |
| Redwood Trust Inc | NOTE 5.625% 7/1 | 758075AD7 | $3.6M | $4,000,000 | 1.5% |
| Dragonfly Energy Holdings Co | COM | 26145B106 | $3.1M | 274,285 | 1.2% |
| Great Ajax Corp | COM | 38983D300 | $2.4M | 334,280 | 1.0% |
| Innovate Corp | NOTE 7.500% 8/0 | 404139AG2 | $1.6M | $2,055,000 | 0.7% |
| New York MTG TR Inc(NYMTEUR) | COM PAR $.02 | 649604501 | $1.6M | 623,500 | 0.6% |