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 | 12,049 | 2,405,000 | SH | SOLE | 2,405,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 02503X105 | 14,189 | 716,000 | SH | SOLE | 716,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 15,010 | 1,356,000 | SH | SOLE | 1,356,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 7,233 | 509,000 | SH | SOLE | 509,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315101 | 5,874 | 294,000 | SH | SOLE | 294,000 | 0 | 0 | ||
| BLACK ROCK BUILDAMERICA BOND | COM | 09248X100 | 2,645 | 109,000 | SH | SOLE | 109,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRU CL-A | COM | 09257W100 | 1,992 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
| BROOKFIELD MORTGAGE | COM | 112792106 | 391 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 2,186 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | COM | 16934Q208 | 5,946 | 379,000 | SH | SOLE | 379,000 | 0 | 0 | ||
| COLONY MORTGAGE CAPITAL LTD | COM | 19624R106 | 1,570 | 102,000 | SH | SOLE | 102,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | COM | 19625X102 | 2,955 | 97,000 | SH | SOLE | 97,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 5,164 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
| HATTERAS FINANCIAL CORP | COM | 41902R103 | 5,751 | 351,000 | SH | SOLE | 351,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL | COM | 46131B100 | 3,309 | 242,000 | SH | SOLE | 242,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 9,438 | 1,230,000 | SH | SOLE | 1,230,000 | 0 | 0 | ||
| NEW RESIDENTAL INVESTMENT | COM | 64828T201 | 2,064 | 149,000 | SH | SOLE | 149,000 | 0 | 0 | ||
| NORTHSTAR REALTY FINANCE COMMON STK | COM | 66704R803 | 7,348 | 643,000 | SH | SOLE | 643,000 | 0 | 0 | ||
| NORTHSTAR REALTY EUROPE | COM | 66706L101 | 3,240 | 350,000 | SH | SOLE | 350,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 6,970 | 253,000 | SH | SOLE | 253,000 | 0 | 0 | ||
| PIMCO DYNAMIC CREDIT INCOME | COM | 72202D106 | 6,829 | 357,000 | SH | SOLE | 357,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,481 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| RELYPSA INC | COM | 759531106 | 372 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | COM | 85571B105 | 4,144 | 200,000 | SH | SOLE | 200,000 | 0 | 0 | ||
| TEMPLETON EMERGING MARKETS INC | COM | 880192109 | 2,010 | 192,000 | SH | SOLE | 192,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 7,158 | 465,000 | SH | SOLE | 465,000 | 0 | 0 | ||