ABERDEEN ASIA PAC INCOME FUND COM 003009107 10822 2405000 SH SOLE 2405000 0 0 AMERICAN CAPITAL AGENCY COM 02503X105 11729 627000 SH SOLE 627000 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 11410 1156000 SH SOLE 1156000 0 0 ARES CAPITAL CORP COM 04010L103 5349 369000 SH SOLE 369000 0 0 ARMOUR RESIDENTIAL REIT COM 042315101 3252 1298000 SH SOLE 1298000 0 0 BLACK ROCK BUILDAMERICA BOND COM 09248X100 2190 109000 SH SOLE 109000 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 2229 225000 SH SOLE 225000 0 0 CHIMERA INVESTMENT CORP COM 16934Q208 5063 379000 SH SOLE 38000 0 0 DOUBLELINE INCOME SOLUTIONS FUND COM 258622109 4865 281000 SH SOLE 281000 0 0 HATTERAS FINANCIAL CORP COM 41902R103 4783 316000 SH SOLE 316000 0 0 INVESCO MORTGAGE CAPITAL COM 46131B100 1561 128000 SH SOLE 266000 0 0 ISHARES US PREFERRED STOCK COM 464288687 10260 266000 SH SOLE 266000 0 0 MORGAN STANLEY EMERGING MARK COM 617477104 8466 1230000 SH SOLE 1230000 0 0 NORTHSTAR REALTY FINANCE COMMON STK COM 66704R704 4760 385000 SH SOLE 330000 0 0 PIMCO DYNAMIC INCOME FUND COM 72201Y101 7281 253000 SH SOLE 253000 0 0 PIMCO DYNAMIC CREDIT INCOME COM 72202D106 6522 357000 SH SOLE 357000 0 0 PRUDENTIAL GL SH DUR HI YLD COM 74433A109 2280 36000 SH SOLE 36000 0 0 RELYPSA INC COM 759531106 809 20000 SH SOLE 192000 0 0 TEMPLETON EMERGING MARKETS INC COM 880192109 1860 192000 SH SOLE 192000 0 0 WESTERN ASSET EMERGING MARKET COM 95766A101 6199 453000 SH SOLE 453000 0 0