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 | 12,895 | 2,785,000 | SH | SOLE | 2,785,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 02503X105 | 12,359 | 682,000 | SH | SOLE | 682,000 | 0 | 0 | ||
| AIMMUNE THERAPEUTICS INC | COM | 00900T107 | 797 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 10,733 | 1,077,000 | SH | SOLE | 1,077,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 8,400 | 509,000 | SH | SOLE | 509,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315101 | 1,134 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
| BLACKROCK RESOURCE & CO | COM | 09257A108 | 4,347 | 526,000 | SH | SOLE | 526,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRU CL-A | COM | 09257W100 | 2,165 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
| BROOKFIELD MORTGAGE | COM | 112792106 | 434 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 4,234 | 415,000 | SH | SOLE | 415,000 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | COM | 16934Q208 | 5,901 | 347,000 | SH | SOLE | 347,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | COM | 19625X102 | 770 | 27,000 | SH | SOLE | 27,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 5,344 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL | COM | 46131B100 | 3,032 | 208,000 | SH | SOLE | 208,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 13,832 | 1,929,000 | SH | SOLE | 1,929,000 | 0 | 0 | ||
| NEW RESIDENTAL INVESTMENT | COM | 64828T201 | 2,955 | 188,000 | SH | SOLE | 188,000 | 0 | 0 | ||
| NORTHSTAR REALTY FINANCE COMMON STK | COM | 66704R803 | 4,863 | 321,000 | SH | SOLE | 321,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 5,856 | 211,000 | SH | SOLE | 211,000 | 0 | 0 | ||
| PIMCO DYNAMIC CREDIT INCOME | COM | 72202D106 | 6,220 | 308,000 | SH | SOLE | 308,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,461 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 540 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | COM | 85571B105 | 4,939 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| TEMPLETON EMERGING MARKETS INC | COM | 880192109 | 2,095 | 192,000 | SH | SOLE | 192,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 5,905 | 401,000 | SH | SOLE | 401,000 | 0 | 0 | ||