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 |
| ABERDEEN ASIA PAC INCOME FUND | COM | 003009107 | 11,929 | 2,405,000 | SH | SOLE | 2,405,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 02503X105 | 11,522 | 627,000 | SH | SOLE | 627,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 10,624 | 1,156,000 | SH | SOLE | 1,156,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 6,080 | 369,000 | SH | SOLE | 369,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315101 | 3,648 | 1,298,000 | SH | SOLE | 1,298,000 | 0 | 0 | ||
| BLACK ROCK BUILDAMERICA BOND | COM | 09248X100 | 2,156 | 109,000 | SH | SOLE | 109,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 2,502 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | COM | 16934Q208 | 5,192 | 379,000 | SH | SOLE | 38,000 | 0 | 0 | ||
| CHIMERIX INC | COM | 16934W106 | 359 | 9,000 | SH | SOLE | 38,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 5,563 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
| HATTERAS FINANCIAL CORP | COM | 41902R103 | 5,146 | 316,000 | SH | SOLE | 316,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL | COM | 46131B100 | 1,826 | 128,000 | SH | SOLE | 266,000 | 0 | 0 | ||
| ISHARES US PREFERRED STOCK | COM | 464288687 | 10,411 | 266,000 | SH | SOLE | 266,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 10,644 | 1,230,000 | SH | SOLE | 1,230,000 | 0 | 0 | ||
| NORTHSTAR REALTY FINANCE COMMON STK | COM | 66704R704 | 6,128 | 385,000 | SH | SOLE | 330,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 7,384 | 253,000 | SH | SOLE | 253,000 | 0 | 0 | ||
| PIMCO DYNAMIC CREDIT INCOME | COM | 72202D106 | 7,204 | 357,000 | SH | SOLE | 357,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,496 | 36,000 | SH | SOLE | 36,000 | 0 | 0 | ||
| RELYPSA INC | COM | 759531106 | 809 | 20,000 | SH | SOLE | 192,000 | 0 | 0 | ||
| TEMPLETON EMERGING MARKETS INC | COM | 880192109 | 2,056 | 192,000 | SH | SOLE | 192,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 6,962 | 453,000 | SH | SOLE | 453,000 | 0 | 0 | ||