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 |
| ARBOR REALTY TRUST INC | NOTE 7.500% 8/0 | 038923BA5 | 10,604,864 | 10,750,000 | PRN | SOLE | 10,750,000 | 0 | 0 | ||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 11,144,823 | 11,760,000 | PRN | SOLE | 11,760,000 | 0 | 0 | ||
| READY CAPITAL CORP | COM | 75574U101 | 31,975,481 | 3,908,983 | SH | SOLE | 3,908,983 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 47,124,339 | 49,023,000 | PRN | SOLE | 49,023,000 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 15,419,660 | 15,939,000 | PRN | SOLE | 15,939,000 | 0 | 0 | ||