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 |
| 3M CO | COM | 88579Y101 | BBG001S5T7X2 | 459,855 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
| AGNC INVT CORP | COM | 00123Q104 | BBG001T074G2 | 3,434,400 | 360,000 | SH | SOLE | 360,000 | 0 | 0 | ||
| AGNICO EAGLE MINES LTD | COM | 008474108 | BBG001S77MK3 | 317,190 | 4,850 | SH | SOLE | 4,850 | 0 | 0 | ||
| ALCOA CORP | COM | 013872106 | BBG00B3T3HF1 | 278,460 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT IN | COM NEW | 035710839 | BBG001S8J4S0 | 3,384,827 | 177,588 | SH | SOLE | 177,588 | 0 | 0 | ||
| ARGAN INC | COM | 04010E109 | BBG001SJP7D8 | 248,744 | 3,400 | SH | SOLE | 3,400 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT INC | COM SHS | 042315705 | BBG001SRBTG4 | 3,373,089 | 174,050 | SH | SOLE | 174,050 | 0 | 0 | ||
| BARRICK GOLD CORP | COM | 067901108 | BBG001S5N9P3 | 318,588 | 19,100 | SH | SOLE | 19,100 | 0 | 0 | ||
| BRADY CORP | CL A | 104674106 | BBG001S5PCB9 | 241,633 | 3,660 | SH | SOLE | 3,660 | 0 | 0 | ||
| BWX TECHNOLOGIES INC | COM | 05605H100 | BBG001SGJPH7 | 593,750 | 6,250 | SH | SOLE | 6,250 | 0 | 0 | ||
| CALAVO GROWERS INC | COM | 128246105 | BBG001S9FP96 | 340,500 | 15,000 | SH | SOLE | 15,000 | 0 | 0 | ||
| CARDLYTICS INC | NOTE 1.000% 9/1 | 14161WAB1 | BBG00XH48CJ5 | 461,181 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| COMTECH TELECOMMUNICATIONS C | COM NEW | 205826209 | BBG001S5PYN8 | 618,132 | 204,004 | SH | SOLE | 204,004 | 0 | 0 | ||
| CONMED CORP | NOTE 2.250% 6/1 | 207410AH4 | BBG017Y3WXZ3 | 893,826 | 1,000,000 | PRN | SOLE | 1,000,000 | 0 | 0 | ||
| CRACKER BARREL OLD CTRY STOR | NOTE 0.625% 6/1 | 22410JAB2 | BBG011F6J0D1 | 1,104,657 | 1,250,000 | PRN | SOLE | 1,250,000 | 0 | 0 | ||
| DELEK US HLDGS INC NEW | COM | 24665A103 | BBG00FZYFVD4 | 284,740 | 11,500 | SH | SOLE | 11,500 | 0 | 0 | ||
| DEVON ENERGY CORP NEW | COM | 25179M103 | BBG001S63VG4 | 310,470 | 6,550 | SH | SOLE | 6,550 | 0 | 0 | ||
| DUKE ENERGY CORP NEW | COM NEW | 26441C204 | BBG001S5QNR7 | 240,552 | 2,400 | SH | SOLE | 2,400 | 0 | 0 | ||
| EURONET WORLDWIDE INC | NOTE 0.750% 3/1 | 298736AL3 | BBG00NKZLB01 | 712,821 | 734,000 | PRN | SOLE | 734,000 | 0 | 0 | ||
| EVOLUTION PETE CORP | COM | 30049A107 | BBG001S7PJP5 | 317,085 | 60,168 | SH | SOLE | 60,168 | 0 | 0 | ||
| FIRST MAJESTIC SILVER CORP | NOTE 0.375% 1/1 | 32076VAD5 | BBG013TBZ7Y5 | 413,149 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| FIRSTENERGY CORP | COM | 337932107 | BBG001S5R3N4 | 220,435 | 5,760 | SH | SOLE | 5,760 | 0 | 0 | ||
| FUTUREFUEL CORP | COM | 36116M106 | BBG001SNX0W4 | 389,634 | 75,952 | SH | SOLE | 75,952 | 0 | 0 | ||
| GILDAN ACTIVEWEAR INC | COM | 375916103 | BBG001S7JJL6 | 511,920 | 13,500 | SH | SOLE | 13,500 | 0 | 0 | ||
| H & E EQUIPMENT SERVICES INC | COM | 404030108 | BBG001SKSFQ0 | 373,237 | 8,450 | SH | SOLE | 8,450 | 0 | 0 | ||
| HALOZYME THERAPEUTICS INC | NOTE 0.250% 3/0 | 40637HAD1 | BBG00ZFDCBK7 | 1,483,660 | 1,555,000 | PRN | SOLE | 1,555,000 | 0 | 0 | ||
| HEALTHCARE SVCS GROUP INC | COM | 421906108 | BBG001S5RTV8 | 293,807 | 27,770 | SH | SOLE | 27,770 | 0 | 0 | ||
| HEWLETT PACKARD ENTERPRISE C | COM | 42824C109 | BBG0078W3NP4 | 338,720 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| HF SINCLAIR CORP | COM | 403949100 | BBG0135B2269 | 429,654 | 8,055 | SH | SOLE | 8,055 | 0 | 0 | ||
| HIMAX TECHNOLOGIES INC | SPONSORED ADR | 43289P106 | BBG001SPKXV2 | 293,780 | 37,000 | SH | SOLE | 37,000 | 0 | 0 | ||
| INTERDIGITAL INC | COM | 45867G101 | BBG001S8DV79 | 489,552 | 4,200 | SH | SOLE | 4,200 | 0 | 0 | ||
| IONIS PHARMACEUTICALS INC | NOTE 0.125%12/1 | 462222AB6 | BBG00R3L6254 | 2,702,734 | 2,756,000 | PRN | SOLE | 2,756,000 | 0 | 0 | ||
| ISHARES TR | PFD AND INCM SEC | 464288687 | BBG001SNVWC8 | 3,069,815 | 97,300 | SH | SOLE | 97,300 | 0 | 0 | ||
| JEFFERIES FINL GROUP INC | COM | 47233W109 | BBG001S5SX02 | 259,996 | 5,225 | SH | SOLE | 5,225 | 0 | 0 | ||
| KAROOOOO LTD | ORD SHS | Y4600W108 | BBG00PQMJSX9 | 394,740 | 13,754 | SH | SOLE | 13,754 | 0 | 0 | ||
| KEURIG DR PEPPER INC | COM | 49271V100 | BBG001ST5W34 | 233,800 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| LENDINGTREE INC | NOTE 0.500% 7/1 | 52603BAD9 | BBG00W6WLPH5 | 463,632 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| LUXFER HLDGS PLC | SHS | G5698W116 | BBG0029SH121 | 384,915 | 33,211 | SH | SOLE | 33,211 | 0 | 0 | ||
| LYONDELLBASELL INDUSTRIES N | SHS - A - | N53745100 | BBG001T8LMY9 | 213,800 | 2,235 | SH | SOLE | 2,235 | 0 | 0 | ||
| MAGNITE INC | NOTE 0.250% 3/1 | 55955DAB6 | BBG00ZN93NM9 | 451,622 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| MOSAIC CO NEW | COM | 61945C103 | BBG001S7LJN1 | 202,300 | 7,000 | SH | SOLE | 7,000 | 0 | 0 | ||
| MPLX LP | COM UNIT REP LTD | 55336V100 | BBG0035TJHL3 | 522,579 | 12,270 | SH | SOLE | 12,270 | 0 | 0 | ||
| NATIONAL PRESTO INDS INC | COM | 637215104 | BBG001S5TPT7 | 338,085 | 4,500 | SH | SOLE | 4,500 | 0 | 0 | ||
| NEW YORK CMNTY BANCORP INC | COM | 649445103 | BBG001SD32Z2 | 215,740 | 67,000 | SH | SOLE | 67,000 | 0 | 0 | ||
| NIKE INC | CL B | 654106103 | BBG001S6NTK2 | 268,317 | 3,560 | SH | SOLE | 3,560 | 0 | 0 | ||
| NORDIC AMERICAN TANKERS LIMI | COM | G65773106 | BBG001SB8557 | 425,860 | 107,000 | SH | SOLE | 107,000 | 0 | 0 | ||
| NORDSTROM INC | COM | 655664100 | BBG001S7BDN5 | 254,640 | 12,000 | SH | SOLE | 12,000 | 0 | 0 | ||
| NORTHERN TECHNOLOGIES INTL C | COM | 665809109 | BBG001S7DDP1 | 304,042 | 18,360 | SH | SOLE | 18,360 | 0 | 0 | ||
| ORGANON & CO | COMMON STOCK | 68622V106 | BBG00ZQRGW42 | 437,805 | 21,150 | SH | SOLE | 21,150 | 0 | 0 | ||
| PEGASYSTEMS INC | NOTE 0.750% 3/0 | 705573AB9 | BBG00RTV3HK7 | 481,719 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| PERRIGO CO PLC | SHS | G97822103 | BBG001S704D8 | 200,304 | 7,800 | SH | SOLE | 7,800 | 0 | 0 | ||
| PHATHOM PHARMACEUTICALS INC | COM | 71722W107 | BBG00P5B2S73 | 646,861 | 62,802 | SH | SOLE | 62,802 | 0 | 0 | ||
| PRICESMART INC | COM | 741511109 | BBG001SB78V3 | 420,210 | 5,175 | SH | SOLE | 5,175 | 0 | 0 | ||
| REPOSITRAK INC | COM NEW | 700215304 | BBG001SK6032 | 198,250 | 12,966 | SH | SOLE | 12,966 | 0 | 0 | ||
| RICHARDSON ELECTRS LTD | COM | 763165107 | BBG001S5VMS2 | 461,142 | 38,784 | SH | SOLE | 38,784 | 0 | 0 | ||
| SELECT WATER SOLUTIONS INC | CL A COM | 81617J301 | BBG00G4Y2F27 | 268,570 | 25,100 | SH | SOLE | 25,100 | 0 | 0 | ||
| SIGA TECHNOLOGIES INC | COM | 826917106 | BBG001S80PZ5 | 430,733 | 56,750 | SH | SOLE | 56,750 | 0 | 0 | ||
| UTAH MED PRODS INC | COM | 917488108 | BBG001S6PWD1 | 420,769 | 6,298 | SH | SOLE | 6,298 | 0 | 0 | ||
| VALHI INC NEW | COM | 918905209 | BBG001S5X7H5 | 306,355 | 17,182 | SH | SOLE | 17,182 | 0 | 0 | ||
| VANECK ETF TRUST | JP MRGAN EM LOC | 92189H300 | BBG001T9BPT7 | 428,040 | 18,000 | SH | SOLE | 18,000 | 0 | 0 | ||
| VERINT SYSTEMS INC | NOTE 0.250% 4/1 | 92343XAC4 | BBG00ZXN23R7 | 461,253 | 500,000 | PRN | SOLE | 500,000 | 0 | 0 | ||
| WALGREENS BOOTS ALLIANCE INC | COM | 931427108 | BBG001S5XBY7 | 186,263 | 15,400 | SH | SOLE | 15,400 | 0 | 0 | ||
| WELLS FARGO CO NEW | PERP PFD CNV A | 949746804 | BBG0001J68G5 | 7,133,820 | 6,000 | SH | SOLE | 6,000 | 0 | 0 | ||
| WILEY JOHN & SONS INC | CL A | 968223206 | BBG001S8K9L4 | 407,000 | 10,000 | SH | SOLE | 10,000 | 0 | 0 | ||
| YORK WTR CO | COM | 987184108 | BBG001S6YWZ7 | 278,175 | 7,500 | SH | SOLE | 7,500 | 0 | 0 | ||