LINDEN ADVISORS LP

Holdings History for MFA FINL INC - NOTE 6.250% 6/1

Investment type: Debt / NOTE 6.250% 6/1

Shares, Excluding Options vs Price

Value, Excluding Options

Holdings date	Weight	Change	Value $	Principal	Change	Activity %	Price	All Holders
31 Mar 2024		-0.25%	$0	0	-26,289,000	-100%		Q1 2024
31 Dec 2023	0.25%	-0.04%	$26,094,790	26,289,000	-4,500,000	-15%	99.26%	Q4 2023
30 Sep 2023	0.31%	+0.02%	$30,508,705	30,789,000	+2,250,000	+7.9%	99.09%	Q3 2023
30 Jun 2023	0.3%	0%	$27,997,746	28,539,000	0		98.1%	Q2 2023
31 Mar 2023	0.28%	+0.05%	$26,873,036	28,539,000	+5,250,000	+23%	94.16%	Q1 2023
31 Dec 2022	0.22%	0%	$21,029,902	23,289,000	0		90.3%	Q4 2022
30 Sep 2022	0.19%	+0.02%	$20,473,000	23,289,000	+2,500,000	+12%	87.91%	Q3 2022
30 Jun 2022	0.17%	-0%	$18,837,000	20,789,000	-250,000	-1.2%	90.61%	Q2 2022
31 Mar 2022	0.13%	-0.04%	$21,204,000	21,039,000	-6,600,000	-24%	100.78%	Q1 2022
31 Dec 2021	0.17%	-0%	$28,466,000	27,639,000	-110,000	-0.4%	102.99%	Q4 2021
30 Sep 2021	0.17%	0%	$28,507,000	27,749,000	0		102.73%	Q3 2021
30 Jun 2021	0.15%	-0.05%	$28,148,000	27,749,000	-8,830,000	-24%	101.44%	Q2 2021
31 Mar 2021	0.27%	-0.15%	$36,528,000	36,579,000	-20,378,000	-36%	99.86%	Q1 2021
31 Dec 2020	0.42%	-0.03%	$56,336,000	56,957,000	-4,300,000	-7%	98.91%	Q4 2020
30 Sep 2020	0.7%	-0.04%	$57,220,000	61,257,000	-3,361,000	-5.2%	93.41%	Q3 2020
30 Jun 2020	1%	+0.12%	$57,632,000	64,618,000	+7,926,000	+14%	89.19%	Q2 2020
31 Mar 2020	0.6%	0%	$33,455,000	56,692,000	0		59.01%	Q1 2020
31 Dec 2019	0.71%	+0.03%	$59,339,000	56,692,000	+2,092,000	+3.8%	104.67%	Q4 2019
30 Sep 2019	0.77%	+0.05%	$56,355,000	54,600,000	+3,500,000	+6.8%	103.21%	Q3 2019
30 Jun 2019	0.8%	+0.8%	$51,568,000	51,100,000	+51,100,000	NEW	100.92%	Q2 2019

* Reported Price is the price of the security as of the portfolio date. This value is significant in that it is the last known price at which the security was still held.
An asterisk sign (*) next to the price indicates that the price is likely invalid.