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 | 13,675 | 2,785,000 | SH | SOLE | 2,785,000 | 0 | 0 | ||
| AIMMUNE THERAPEUTICS INC | COM | 00900T107 | 934 | 39,000 | SH | SOLE | 39,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 00123Q104 | 9,881 | 507,000 | SH | SOLE | 507,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 11,255 | 1,033,000 | SH | SOLE | 1,033,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315507 | 1,148 | 52,000 | SH | SOLE | 52,000 | 0 | 0 | ||
| BLACKROCK RESOURCE & CO | COM | 09257A108 | 5,368 | 616,000 | SH | SOLE | 616,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRU CL-A | COM | 09257W100 | 2,205 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
| BROOKFIELD REAL ASSETS INCOME | COM | 112830104 | 440 | 17,000 | SH | SOLE | 17,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 4,346 | 415,000 | SH | SOLE | 415,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 5,681 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL | COM | 46131B100 | 2,040 | 132,000 | SH | SOLE | 132,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 15,799 | 2,049,000 | SH | SOLE | 2,049,000 | 0 | 0 | ||
| NEW RESIDENTAL INVESTMENT | COM | 64828T201 | 6,335 | 380,000 | SH | SOLE | 380,000 | 0 | 0 | ||
| NORTHSTAR REALTY FINANCE COMMON STK | COM | 66704R803 | 5,177 | 321,000 | SH | SOLE | 321,000 | 0 | 0 | ||
| PIMCO DYNAMIC CREDIT INCOME | COM | 72202D106 | 2,493 | 120,000 | SH | SOLE | 120,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 5,966 | 211,000 | SH | SOLE | 211,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,484 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 470 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | COM | 85571B105 | 5,146 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| TEMPLETON EMERGING MARKETS INC | COM | 880192109 | 2,231 | 192,000 | SH | SOLE | 192,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 6,170 | 401,000 | SH | SOLE | 401,000 | 0 | 0 | ||