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 |
| FLEXSHOPPER INC | COM NEW | 33939J303 | 2,721,338 | 1,629,544 | SH | SOLE | 1,629,544 | 0 | 0 | |||
| PENNYMAC CORP | NOTE 5.500% 3/1 | 70932AAF0 | 24,015,349 | 26,573,000 | PRN | SOLE | 26,573,000 | 0 | 0 | |||
| PENNYMAC CORP | NOTE 5.500%11/0 | 70932AAD5 | 11,825,035 | 12,149,000 | PRN | SOLE | 12,149,000 | 0 | 0 | |||
| READY CAPITAL CORP | COM | 75574U101 | 40,067,086 | 3,908,984 | SH | SOLE | 3,908,984 | 0 | 0 | |||
| REDWOOD TRUST INC | NOTE 7.750% 6/1 | 758075AF2 | 44,487,471 | 49,423,000 | PRN | SOLE | 49,423,000 | 0 | 0 | |||
| SUNRUN INC | NOTE 2/0 | 86771WAB1 | 9,350,538 | 12,263,000 | PRN | SOLE | 12,263,000 | 0 | 0 | |||
| TWO HARBORS INVENTMENT CORPO | NOTE 6.250% 1/1 | 90187BAB7 | 44,250,253 | 48,289,000 | PRN | SOLE | 48,289,000 | 0 | 0 | |||