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 |
VELOCITY FINL INC | COM | 92262D101 | 7,453 | 1,886,746 | SH | SOLE | 1,886,746 | 0 | 0 | ||
RADIAN GROUP INC | COM | 750236101 | 3,102 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
BLACKSTONE MTG TR INC | NOTE 4.375% 5/0 | 09257WAB6 | 12,188 | 13,000,000 | SH | SOLE | 13,000,000 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 14,568 | 20,518,000 | PRN | SOLE | 20,518,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 4.750% 8/1 | 758075AC9 | 1,703 | 1,906,000 | PRN | SOLE | 1,906,000 | 0 | 0 | ||
MGIC INVT CORP WIS | COM | 552848103 | 5,973 | 729,296 | SH | SOLE | 729,296 | 0 | 0 | ||
AGNC INVT CORP | COM | 00123Q104 | 2,838 | 220,000 | SH | SOLE | 220,000 | 0 | 0 | ||
REDWOOD TR INC | NOTE 5.625% 7/1 | 758075AD7 | 2,227 | 2,600,000 | PRN | SOLE | 2,600,000 | 0 | 0 | ||
SIX FLAGS ENTMT CORP NEW | COM | 83001A102 | 1,477 | 76,900 | SH | SOLE | 76,900 | 0 | 0 | ||
MONEYGRAM INTL INC | COM NEW | 60935Y208 | 5,369 | 1,672,636 | SH | SOLE | 1,672,636 | 0 | 0 | ||
CBL & ASSOC PPTYS INC | COM | 124830100 | 7 | 24,770 | SH | SOLE | 24,770 | 0 | 0 | ||
SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 10,696 | 579,398 | SH | SOLE | 579,398 | 0 | 0 | ||
FS KKR CAPITAL CORP | COM | 302635206 | 56,849 | 4,060,660 | SH | SOLE | 4,060,660 | 0 | 0 | ||
HIGHLAND INCOME FD | HIGHLAND INCOME | 43010E404 | 6,646 | 825,628 | SH | SOLE | 825,628 | 0 | 0 | ||
FS KKR CAP CORP II | COM | 35952V303 | 5,633 | 437,000 | SH | SOLE | 437,000 | 0 | 0 | ||
ISHARES TR | IBOXX HI YD ETF | 464288513 | 98,145 | 1,202,459 | SH | SOLE | 1,202,459 | 0 | 0 | ||
MGM RESORTS INTERNATIONAL | COM | 552953101 | 1,454 | 86,575 | SH | SOLE | 86,575 | 0 | 0 | ||
AAR CORP | COM | 000361105 | 6,162 | 298,135 | SH | SOLE | 298,135 | 0 | 0 | ||
ESSENT GROUP LTD | COM | G3198U102 | 6,326 | 174,415 | SH | SOLE | 174,415 | 0 | 0 | ||
CUMULUS MEDIA INC | COM CLASS A | 231082801 | 1,531 | 387,620 | SH | SOLE | 387,620 | 0 | 0 | ||
BOYD GAMING CORP | COM | 103304101 | 1,431 | 68,470 | SH | SOLE | 68,470 | 0 | 0 | ||
NEW YORK MTG TR INC | COM PAR $.02 | 649604501 | 1,521 | 582,693 | SH | SOLE | 582,693 | 0 | 0 | ||
WESTERN ASSET MTG CAP CORP | COM | 95790D105 | 1,061 | 387,183 | SH | SOLE | 387,183 | 0 | 0 | ||
NEW YORK MTG TR INC | NOTE 6.250% 1/1 | 649604AD7 | 331 | 370,000 | PRN | SOLE | 370,000 | 0 | 0 | ||
RESOURCE CAP CORP | NOTE 4.500% 8/1 | 76120WAC8 | 6,680 | 8,877,000 | PRN | SOLE | 8,877,000 | 0 | 0 |