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 | 14,260 | 2,785,000 | SH | SOLE | 2,785,000 | 0 | 0 | ||
| AMERICAN CAPITAL AGENCY | COM | 02503X105 | 10,917 | 559,000 | SH | SOLE | 559,000 | 0 | 0 | ||
| ANNALY CAPITAL MANAGEMENT INC | COM | 035710409 | 11,304 | 1,077,000 | SH | SOLE | 1,077,000 | 0 | 0 | ||
| ARES CAPITAL CORP | COM | 04010L103 | 7,896 | 509,000 | SH | SOLE | 509,000 | 0 | 0 | ||
| ARMOUR RESIDENTIAL REIT | COM | 042315101 | 4,244 | 188,000 | SH | SOLE | 188,000 | 0 | 0 | ||
| BLACKROCK RESOURCE & CO | COM | 09257A108 | 2,959 | 363,000 | SH | SOLE | 363,000 | 0 | 0 | ||
| BLACKSTONE MORTGAGE TRU CL-A | COM | 09257W100 | 2,120 | 72,000 | SH | SOLE | 72,000 | 0 | 0 | ||
| BROOKFIELD MORTGAGE | COM | 112792106 | 394 | 26,000 | SH | SOLE | 26,000 | 0 | 0 | ||
| CAPSTEAD MORTGAGE CORP | COM | 14067E506 | 3,918 | 415,000 | SH | SOLE | 415,000 | 0 | 0 | ||
| CHIMERA INVESTMENT CORP | COM | 16934Q208 | 6,551 | 411,000 | SH | SOLE | 411,000 | 0 | 0 | ||
| COLONY STARWOOD HOMES | COM | 19625X102 | 2,191 | 97,000 | SH | SOLE | 97,000 | 0 | 0 | ||
| DOUBLELINE INCOME SOLUTIONS FUND | COM | 258622109 | 5,389 | 281,000 | SH | SOLE | 281,000 | 0 | 0 | ||
| GLAUKOS CORPORATION | COM | 377322102 | 642 | 22,000 | SH | SOLE | 22,000 | 0 | 0 | ||
| INVESCO MORTGAGE CAPITAL | COM | 46131B100 | 3,681 | 242,000 | SH | SOLE | 242,000 | 0 | 0 | ||
| MORGAN STANLEY EMERGING MARK | COM | 617477104 | 15,492 | 1,929,000 | SH | SOLE | 1,929,000 | 0 | 0 | ||
| NEW RESIDENTAL INVESTMENT | COM | 64828T201 | 1,602 | 116,000 | SH | SOLE | 116,000 | 0 | 0 | ||
| NORTHSTAR REALTY FINANCE COMMON STK | COM | 66704R803 | 8,466 | 643,000 | SH | SOLE | 643,000 | 0 | 0 | ||
| NORTHSTAR REALTY EUROPE | COM | 66706L101 | 1,743 | 159,000 | SH | SOLE | 159,000 | 0 | 0 | ||
| PIMCO DYNAMIC INCOME FUND | COM | 72201Y101 | 7,200 | 253,000 | SH | SOLE | 253,000 | 0 | 0 | ||
| PIMCO DYNAMIC CREDIT INCOME | COM | 72202D106 | 7,279 | 357,000 | SH | SOLE | 357,000 | 0 | 0 | ||
| PRUDENTIAL GL SH DUR HI YLD | COM | 74433A109 | 2,498 | 165,000 | SH | SOLE | 165,000 | 0 | 0 | ||
| RANGE RESOURCES CORP | COM | 75281A109 | 617 | 16,000 | SH | SOLE | 16,000 | 0 | 0 | ||
| RELYPSA INC | COM | 759531106 | 809 | 20,000 | SH | SOLE | 20,000 | 0 | 0 | ||
| STARWOOD PROPERTY TRUST | COM | 85571B105 | 5,067 | 225,000 | SH | SOLE | 225,000 | 0 | 0 | ||
| TEMPLETON EMERGING MARKETS INC | COM | 880192109 | 2,112 | 192,000 | SH | SOLE | 192,000 | 0 | 0 | ||
| WESTERN ASSET EMERGING MARKET | COM | 95766A101 | 7,567 | 465,000 | SH | SOLE | 465,000 | 0 | 0 | ||