ABERDEEN ASIA PAC INCOME FUND COM 003009107 12049 2405000 SH SOLE 2405000 0 0 AMERICAN CAPITAL AGENCY COM 02503X105 14189 716000 SH SOLE 716000 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 15010 1356000 SH SOLE 1356000 0 0 ARES CAPITAL CORP COM 04010L103 7233 509000 SH SOLE 509000 0 0 ARMOUR RESIDENTIAL REIT COM 042315101 5874 294000 SH SOLE 294000 0 0 BLACK ROCK BUILDAMERICA BOND COM 09248X100 2645 109000 SH SOLE 109000 0 0 BLACKSTONE MORTGAGE TRU CL-A COM 09257W100 1992 72000 SH SOLE 72000 0 0 BROOKFIELD MORTGAGE COM 112792106 391 26000 SH SOLE 26000 0 0 CAPSTEAD MORTGAGE CORP COM 14067E506 2186 225000 SH SOLE 225000 0 0 CHIMERA INVESTMENT CORP COM 16934Q208 5946 379000 SH SOLE 379000 0 0 COLONY MORTGAGE CAPITAL LTD COM 19624R106 1570 102000 SH SOLE 102000 0 0 COLONY STARWOOD HOMES COM 19625X102 2955 97000 SH SOLE 97000 0 0 DOUBLELINE INCOME SOLUTIONS FUND COM 258622109 5164 281000 SH SOLE 281000 0 0 HATTERAS FINANCIAL CORP COM 41902R103 5751 351000 SH SOLE 351000 0 0 INVESCO MORTGAGE CAPITAL COM 46131B100 3309 242000 SH SOLE 242000 0 0 MORGAN STANLEY EMERGING MARK COM 617477104 9438 1230000 SH SOLE 1230000 0 0 NEW RESIDENTAL INVESTMENT COM 64828T201 2064 149000 SH SOLE 149000 0 0 NORTHSTAR REALTY FINANCE COMMON STK COM 66704R803 7348 643000 SH SOLE 643000 0 0 NORTHSTAR REALTY EUROPE COM 66706L101 3240 350000 SH SOLE 350000 0 0 PIMCO DYNAMIC INCOME FUND COM 72201Y101 6970 253000 SH SOLE 253000 0 0 PIMCO DYNAMIC CREDIT INCOME COM 72202D106 6829 357000 SH SOLE 357000 0 0 PRUDENTIAL GL SH DUR HI YLD COM 74433A109 2481 165000 SH SOLE 165000 0 0 RELYPSA INC COM 759531106 372 20000 SH SOLE 20000 0 0 STARWOOD PROPERTY TRUST COM 85571B105 4144 200000 SH SOLE 200000 0 0 TEMPLETON EMERGING MARKETS INC COM 880192109 2010 192000 SH SOLE 192000 0 0 WESTERN ASSET EMERGING MARKET COM 95766A101 7158 465000 SH SOLE 465000 0 0