The Securities and Exchange Commission has not necessarily reviewed the information in this filing and has not determined if it is accurate and complete. | |||||||||||||||||
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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 | FIGI | (to the nearest dollar) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AG MTG INVT TR INC | COM NEW | 001228501 | BBG001V0PK00 | 12,767,856 | 2,086,251 | SH | SOLE | 2,086,251 | 0 | 0 | ||
| BLACKROCK MUNIHLDNGS CALI QL | COM | 09254L107 | BBG001SBLZS1 | 3,460,597 | 318,949 | SH | SOLE | 318,949 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRUST IN | NOTE 5.500% 3/1 | 09257WAE0 | 21,367,919 | 25,010,000 | PRN | SOLE | 25,010,000 | 0 | 0 | |||
| DRAGONFLY ENERGY HOLDINGS CO | COM | 26145B106 | BBG00ZMZ4862 | 368,661 | 249,095 | SH | SOLE | 249,095 | 0 | 0 | ||
| FRONTIER COMMUNICATIONS PARE | COM | 35909D109 | BBG010MVVVX6 | 25,367,996 | 1,360,944 | SH | SOLE | 1,360,944 | 0 | 0 | ||
| FS KKR CAP CORP | COM | 302635206 | BBG001YCZQ07 | 3,797,870 | 198,012 | SH | SOLE | 198,012 | 0 | 0 | ||
| FULL HSE RESORTS INC | COM | 359678109 | BBG001S7D9G0 | 4,600,984 | 686,714 | SH | SOLE | 686,714 | 0 | 0 | ||
| GREAT AJAX CORP | 7.25 CV SR NT 24 | 38983D409 | 13,773,237 | 565,636 | PRN | SOLE | 565,636 | 0 | 0 | |||
| GREAT AJAX CORP | COM | 38983D300 | BBG008200KY7 | 2,452,000 | 400,000 | SH | SOLE | 400,000 | 0 | 0 | ||
| INNOVATE CORP | NOTE 7.500% 8/0 | 404139AG2 | 968,067 | 1,905,000 | PRN | SOLE | 1,905,000 | 0 | 0 | |||
| INVESCO CALIF VALUE MUN INCO | COM | 46132H106 | BBG001S6XHW4 | 3,101,353 | 323,732 | SH | SOLE | 323,732 | 0 | 0 | ||
| MFA FINL INC | COM | 55272X607 | BBG001S86YS8 | 4,589,449 | 408,314 | SH | SOLE | 408,314 | 0 | 0 | ||
| MULTIPLAN CORPORATION | COM | 62548M100 | BBG00RLZ9M83 | 21,328,059 | 10,108,085 | SH | SOLE | 10,108,085 | 0 | 0 | ||
| NUVEEN CA QUALTY MUN INCOME | COM | 67066Y105 | BBG001SCTG12 | 4,136,747 | 378,823 | SH | SOLE | 378,823 | 0 | 0 | ||
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 15,352,813 | 18,250,000 | PRN | SOLE | 18,250,000 | 0 | 0 | |||
| RWT HLDGS INC | NOTE 5.750%10/0 | 749772AD1 | 3,869,891 | 4,474,000 | PRN | SOLE | 4,474,000 | 0 | 0 | |||
| TERRAN ORBITAL CORPORATION | COM | 88105P103 | BBG00ZDR71D4 | 15,037,055 | 10,024,703 | SH | SOLE | 10,024,703 | 0 | 0 | ||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 7,889,200 | 8,965,000 | PRN | SOLE | 8,965,000 | 0 | 0 | |||
| VELOCITY FINL INC | COM | 92262D101 | BBG00QLF1HK4 | 57,343,244 | 4,973,395 | SH | SOLE | 4,973,395 | 0 | 0 | ||
| WESTERN ASSET MORTGAGE CAPIT | NOTE 6.750% 9/1 | 95790DAD7 | 18,684,000 | 21,600,000 | PRN | SOLE | 21,600,000 | 0 | 0 | |||