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 | (x$1000) | PRN AMT | PRN | CALL | DISCRETION | MANAGER | SOLE | SHARED | NONE |
| AAR CORP | COM | 000361105 | 20,913 | 507,486 | SH | SOLE | 507,486 | 0 | 0 | ||
| BLACKROCK DEBT STRAT FD INC | COM NEW | 09255R202 | 2,115 | 196,750 | SH | SOLE | 196,750 | 0 | 0 | ||
| BLACKROCK FLOAT RATE OME STR | COM | 09255X100 | 7,546 | 597,940 | SH | SOLE | 597,940 | 0 | 0 | ||
| CBL & ASSOC PPTYS INC | COM | 124830100 | 32 | 24,770 | SH | SOLE | 24,770 | 0 | 0 | ||
| CUMULUS MEDIA INC | COM CLASS A | 231082801 | 10,251 | 705,000 | SH | SOLE | 705,000 | 0 | 0 | ||
| EATON VANCE FLTING RATE INC | COM | 278279104 | 1,112 | 84,087 | SH | SOLE | 84,087 | 0 | 0 | ||
| ESSENT GROUP LTD | COM | G3198U102 | 824 | 17,288 | SH | SOLE | 17,288 | 0 | 0 | ||
| EXTRACTION OIL AND GAS INC | COM | 30227M105 | 5,978 | 2,033,397 | SH | SOLE | 2,033,397 | 0 | 0 | ||
| FS KKR CAPITAL CORP | COM | 302635107 | 106,916 | 18,338,927 | SH | SOLE | 18,338,927 | 0 | 0 | ||
| HIGHLAND INCOME FUND | HIGHLAND INCOME | 43010E404 | 6,840 | 512,355 | SH | SOLE | 512,355 | 0 | 0 | ||
| HUNT COS FIN TR INC | COM | 44558T100 | 2,937 | 874,217 | SH | SOLE | 874,217 | 0 | 0 | ||
| MARATHON PETE CORP | COM | 56585A102 | 7,249 | 119,332 | SH | SOLE | 119,332 | 0 | 0 | ||
| MFA FINL INC | NOTE 6.250% 6/1 | 55272XAA0 | 3,849 | 3,750,000 | PRN | SOLE | 3,750,000 | 0 | 0 | ||
| MGIC INVT CORP WIS | COM | 552848103 | 3,019 | 240,000 | SH | SOLE | 240,000 | 0 | 0 | ||
| MGM RESORTS INTERNATIONAL | COM | 552953101 | 15,741 | 567,852 | SH | SOLE | 567,852 | 0 | 0 | ||
| MONEYGRAM INTL INC | COM NEW | 60935Y208 | 11,723 | 2,945,371 | SH | SOLE | 2,945,371 | 0 | 0 | ||
| NMI HLDGS INC | CL A | 629209305 | 1,922 | 73,205 | SH | SOLE | 73,205 | 0 | 0 | ||
| NRG ENERGY INC | COM NEW | 629377508 | 14,988 | 378,495 | SH | SOLE | 378,495 | 0 | 0 | ||
| SINCLAIR BROADCAST GROUP INC | CL A | 829226109 | 31,863 | 745,499 | SH | SOLE | 745,499 | 0 | 0 | ||
| SUTTER ROCK CAP CORP | COM | 86944Q100 | 955 | 153,000 | SH | SOLE | 153,000 | 0 | 0 | ||
| WESTERN ASSET MTG CAP CORP | NOTE 6.750%10/0 | 95790DAA3 | 4,020 | 4,000,000 | PRN | SOLE | 4,000,000 | 0 | 0 | ||