ABERDEEN ASIA PAC INCOME FUND COM 003009107 12025 2405000 SH SOLE 2405000 0 0 AMERICAN CAPITAL AGENCY COM 02503X105 17630 627000 SH SOLE 627000 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 17792 1156000 SH SOLE 1156000 0 0 ARES CAPITAL CORP COM 04010L103 5482 369000 SH SOLE 369000 0 0 ARMOUR RESIDENTIAL REIT COM 042315101 3494 162000 SH SOLE 162000 0 0 BLACK ROCK BUILDAMERICA BOND COM 09248X100 2494 109000 SH SOLE 109000 0 0 BROOKFIELD MORTGAGE COM 112792106 385 26000 SH SOLE 26000 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 2229 225000 SH SOLE 225000 0 0 CHIMERA INVESTMENT CORP COM 16934Q208 5147 379000 SH SOLE 379000 0 0 DOUBLELINE INCOME SOLUTIONS FUND COM 258622109 4730 281000 SH SOLE 281000 0 0 HATTERAS FINANCIAL CORP COM 41902R103 5015 351000 SH SOLE 351000 0 0 INVESCO MORTGAGE CAPITAL COM 46131B100 2040 168000 SH SOLE 168000 0 0 MORGAN STANLEY EMERGING MARK COM 617477104 9401 1230000 SH SOLE 1230000 0 0 NORTHSTAR REALTY FINANCE COMMON STK COM 66704R704 6005 458000 SH SOLE 458000 0 0 PIMCO DYNAMIC INCOME FUND COM 72201Y101 6585 253000 SH SOLE 253000 0 0 PIMCO DYNAMIC CREDIT INCOME COM 72202D106 6226 357000 SH SOLE 357000 0 0 PRUDENTIAL GL SH DUR HI YLD COM 74433A109 2460 165000 SH SOLE 165000 0 0 RELYPSA INC COM 759531106 570 20000 SH SOLE 20000 0 0 TEMPLETON EMERGING MARKETS INC COM 880192109 1974 192000 SH SOLE 192000 0 0 WESTERN ASSET EMERGING MARKET COM 95766A101 6758 465000 SH SOLE 465000 0 0